The Sortino Framework for Constructing Portfolios

Written By Frank A. Sortino
The Sortino Framework for Constructing Portfolios
  • Publsiher : Elsevier
  • Release : 27 November 2009
  • ISBN : 9780080961682
  • Pages : 192 pages
  • Rating : 4/5 from 21 reviews
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Read or download book entitled The Sortino Framework for Constructing Portfolios written by Frank A. Sortino which was release on 27 November 2009, this book published by Elsevier. Available in PDF, EPUB and Kindle Format. Book excerpt: 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. • Only book to describe the Sortino method and Desired Target ReturnTM in a way that enables portfolio managers to adopt the method • Software to implement the portfolio construction method is included free of charge to book buyers on a password protected Elsevier website. Book buyers can use the software to construct portfolios using this method right away, in real time. They can also load in their current portfolios and measure them against these measures. • The Sortino method has been tested over 20 years at the Pension Research Institute. Portfolio managers can be confident of the success of the method, even returns in the economic crisis, in which the method has still beaten all S&P benchmarks.

The Sortino Framework for Constructing Portfolios

The Sortino Framework for Constructing Portfolios
  • Author : Frank A. Sortino
  • Publisher : Elsevier
  • Release Date : 2009-11-27
  • Total pages : 192
  • ISBN : 9780080961682
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Summary : 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 ...

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Muscular Portfolios
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  • Publisher : BenBella Books
  • Release Date : 2018-10-09
  • Total pages : 444
  • ISBN : 9780080961682
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Summary : Muscular Portfolios is here to change the investing game — and help you leave stress behind with a stronger, smarter approach to investing. For decades, the financial services industry has sold risky investments, claiming that this was the only path to large gains. But this strategy is highly vulnerable to big ...

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  • ISBN : 9780080961682
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Summary : This is a comprehensive book on robust portfolio optimization, which includes up-to-date developments and will interest readers looking for advanced material on portfolio optimization. The book will also attract introductory-level readers because it begins by reviewing the foundations of portfolio optimization. The material in this book emphasizes applications in equity ...

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  • Publisher : John Wiley & Sons
  • Release Date : 2014-12-09
  • Total pages : 272
  • ISBN : 9780080961682
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Summary : A Comprehensive Review of the Liquid Alts Market and How ‘40 Act Products Can Enhance Client Portfolios Liquid alternatives give investors access to hedge fund strategies with the benefits of ’40 Act products: lower fees, higher liquidity, greater transparency, and improved tax efficiency. Alts Democratized is a hands-on guide that offers financial ...

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Summary : In recent times, venture capital and private equity funds have become household names, but so far little has been written for the investors in such funds, the so-called limited partners. There is far more to the management of a portfolio of venture capital and private equity funds than usually perceived. ...

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  • Publisher : John Wiley & Sons Incorporated
  • Release Date : 2003-03-07
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  • ISBN : 9780080961682
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Summary : Investment Mathematics provides an introductory analysis of investments from a quantitative viewpoint, drawing together many of the tools and techniques required by investment professionals. Using these techniques, the authors provide simple analyses of a number of securities including fixed interest bonds, equities, index-linked bonds, foreign currency and derivatives. The book ...

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  • Release Date : 1982-02
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Summary : Download or read online Dissertation Abstracts International written by , published by which was released on 1982-02. Get Dissertation Abstracts International Books now! Available in PDF, ePub and Kindle....

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Summary : The Encyclopedia of Actuarial Science presents a timely and comprehensive body of knowledge designed to serve as an essential reference for the actuarial profession and all related business and financial activities, as well as researchers and students in actuarial science and related areas. Drawing on the experience of leading international ...

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Summary : Download or read online Business Periodicals Index written by , published by which was released on 1992. Get Business Periodicals Index Books now! Available in PDF, ePub and Kindle....

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Summary : Download or read online Comprehensive Dissertation Index Business economics L Z written by , published by which was released on 1984. Get Comprehensive Dissertation Index Business economics L Z Books now! Available in PDF, ePub and Kindle....

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  • ISBN : 9780080961682
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Summary : Vols. for 1973- include the following subject areas: Biological sciences, Agriculture, Chemistry, Environmental sciences, Health sciences, Engineering, Mathematics and statistics, Earth sciences, Physics, Education, Psychology, Sociology, Anthropology, History, Law & political science, Business & economics, Geography & regional planning, Language & literature, Fine arts, Library & information science, Mass communications, Music, Philosophy and Religion....