The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return(tm) to Optimize Upside Potential Relative to Downside Risk

The most common way of constructing portfolios is to use traditional asset allocation strategies, which match the client's risk appetite to a weighted allocation strategy of fixed income, equities, and other types of assets. This method focuses on how the money is allocated, rather than on future returns.The Sortino method presents an innovative change from this traditional approach. Rather than using the client's risk as the main factor, this method uses the client's desired return. Read More

The most common way of constructing portfolios is to use traditional asset allocation strategies, which match the client's risk appetite to a weighted allocation strategy of fixed income, equities, and other types of assets. This method focuses on how the money is allocated, rather than on future returns.The Sortino method presents an innovative change from this traditional approach. Rather than using the client's risk as the main factor, this method uses the client's desired return. Read Less

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  	This is a digital edition of this title. Buy eBook Lifetime Access: $63.95 Title: The Sortino Framework for Constructing Portfolios by Frank A. Sortino Publisher: Elsevier S & T Print ISBN: 9780123749925, 0123749921 Edition: 2009 Format: EPUB eBook	$63.95 Buy eBook This is a digital eBook Nothing will be shipped to you Works with web browsers and the VitalSource app on all Windows, Mac, Chromebook, Kindle Fire, iOS, and Android devices Most eBooks are returnable within 14 days of purchase Questions? See our eBook FAQ