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The Sortino framework for portfolio construction : focusing on desired target return to optimize upside potential relative to downside risk

Publication Data

Title The Sortino framework for portfolio construction : focusing on desired target return to optimize upside potential relative to downside risk
Contributor Frank Alphonse Sortino
Publisher Elsevier
Publication date 2010
Publication location Oxford
Language English

Topics

Portfolio management
Investment analysis
015408138

Catalogue Data

OBNB ID GBA9A5693
ISBN 10 0123749921
ISBN 13 9780123749925
Type BibliographicResource, Book
Dewey Classification 332.6

ISBD

P1053 xvii, 158 p.
P1042 Includes bibliographical references and index.

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The Sortino framework for portfolio construction : focusing on desired target return to optimize upside potential relative to downside risk. ISBN 9780123749925. Published by Elsevier in 2010. Publication and catalogue information, links to buy online and reader comments.