The Sortino Framework for Constructing Portfolios

This book PDF is perfect for those who love Business & Economics genre, written by Frank A. Sortino and published by Elsevier which was released on 27 November 2009 with total hardcover pages 192. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related The Sortino Framework for Constructing Portfolios books below.

The Sortino Framework for Constructing Portfolios
Author : Frank A. Sortino
File Size : 48,6 Mb
Publisher : Elsevier
Language : English
Release Date : 27 November 2009
ISBN : 0080961681
Pages : 192 pages
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The Sortino Framework for Constructing Portfolios by Frank A. Sortino Book PDF 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 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 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

DOWNLOAD
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