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

3 avg rating
( 2 ratings by Goodreads )
 
9780123749925: The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return™ 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.

· Only book to describe the Sortino method and Desired Target Return™ 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.

"synopsis" may belong to another edition of this title.

About the Author:

Dr. Sortino founded the Pension Research Institute in 1981, focusisng on problems facing fiduciaries. He is also Professor of Finance Emeritus at San Francisco State University.

He is known internationally for his published research on measuring and managing investment risk and the widely used Sortino Ratio.

"About this title" may belong to another edition of this title.

Top Search Results from the AbeBooks Marketplace

1.

Frank Alphonse Sortino
ISBN 10: 0123749921 ISBN 13: 9780123749925
New Quantity Available: 20
Seller
Rem Distributors
(NORWALK, CT, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Dust Jacket Condition: New. Shipped promptly and delivered within 3 to 5 working days. For PO BOX, APO, FPO and Puerto Rico addresses delivery done in 20 to 25 working days. Serving customers since 2006. Thousand of satisfied customers!. Bookseller Inventory # MISC_9780123749925_Elsev0912_18

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 21.45
Convert Currency

Add to Basket

Shipping: US$ 3.95
Within U.S.A.
Destination, Rates & Speeds

2.

Frank A. Sortino
Published by Elsevier Science (2009)
ISBN 10: 0123749921 ISBN 13: 9780123749925
New Hardcover First Edition Quantity Available: 1
Seller
Irish Booksellers
(Rumford, ME, U.S.A.)
Rating
[?]

Book Description Elsevier Science, 2009. Hardcover. Book Condition: New. book. Bookseller Inventory # 0123749921

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 36.89
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

3.

Frank A. Sortino
Published by Elsevier Science Publishing Co Inc, United States (2010)
ISBN 10: 0123749921 ISBN 13: 9780123749925
New Hardcover Quantity Available: 1
Seller
The Book Depository US
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2010. Hardback. Book Condition: New. Language: English . Brand New Book. 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. Bookseller Inventory # AA59780123749925

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 40.36
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

4.

Frank A. Sortino
Published by Elsevier Science Publishing Co Inc, United States (2010)
ISBN 10: 0123749921 ISBN 13: 9780123749925
New Hardcover Quantity Available: 1
Seller
The Book Depository
(London, United Kingdom)
Rating
[?]

Book Description Elsevier Science Publishing Co Inc, United States, 2010. Hardback. Book Condition: New. Language: English . Brand New Book. 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. Bookseller Inventory # AA59780123749925

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 41.32
Convert Currency

Add to Basket

Shipping: FREE
From United Kingdom to U.S.A.
Destination, Rates & Speeds

5.

Frank Alphonse Sortino
ISBN 10: 0123749921 ISBN 13: 9780123749925
New Quantity Available: 2
Seller
firstbookstore
(New Delhi, India)
Rating
[?]

Book Description Book Condition: Brand New. Brand New Original US Edition, Perfect Condition. Printed in English. Excellent Quality, Service and customer satisfaction guaranteed!. Bookseller Inventory # AIND-94060

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 48.40
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

6.

Frank Alphonse Sortino
ISBN 10: 0123749921 ISBN 13: 9780123749925
New Quantity Available: 2
Seller
Bookshub
(Karol Bagh, India)
Rating
[?]

Book Description Book Condition: New. New. US edition. Perfect condition. Customer satisfaction our priority. Bookseller Inventory # ABE-FEB-16325

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 48.93
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

7.

Frank Alphonse Sortino
ISBN 10: 0123749921 ISBN 13: 9780123749925
New Quantity Available: 2
Seller
EBOOKSTORE2010
(New Delhi, ND, India)
Rating
[?]

Book Description Book Condition: Brand New. New. US edition. Customer Satisfaction guaranteed!!. Bookseller Inventory # SHUB16325

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 48.98
Convert Currency

Add to Basket

Shipping: FREE
From India to U.S.A.
Destination, Rates & Speeds

8.

Frank Alphonse Sortino
ISBN 10: 0123749921 ISBN 13: 9780123749925
New Quantity Available: 2
Seller
Romtrade Corp.
(STERLING HEIGHTS, MI, U.S.A.)
Rating
[?]

Book Description Book Condition: New. Brand New Original US Edition.We Ship to PO BOX Address also. EXPEDITED shipping option also available for faster delivery. Bookseller Inventory # AUSBNEW-94060

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 51.68
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

9.

Frank Alphonse Sortino
ISBN 10: 0123749921 ISBN 13: 9780123749925
New Quantity Available: 2
Seller
Basi6 International
(Irving, TX, U.S.A.)
Rating
[?]

Book Description Book Condition: Brand New. New, US edition. Excellent Customer Service. Bookseller Inventory # ABEUSA-16325

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 51.69
Convert Currency

Add to Basket

Shipping: FREE
Within U.S.A.
Destination, Rates & Speeds

10.

Sortino, Frank A.
Published by Elsevier Science (2017)
ISBN 10: 0123749921 ISBN 13: 9780123749925
New Hardcover Quantity Available: 2
Print on Demand
Seller
Murray Media
(North Miami Beach, FL, U.S.A.)
Rating
[?]

Book Description Elsevier Science, 2017. Hardcover. Book Condition: New. This item is printed on demand. Bookseller Inventory # P110123749921

More Information About This Seller | Ask Bookseller a Question

Buy New
US$ 54.52
Convert Currency

Add to Basket

Shipping: US$ 2.99
Within U.S.A.
Destination, Rates & Speeds

There are more copies of this book

View all search results for this book