Sortino Framework for Constructing Portfolios

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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 ...
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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 ...
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  • Formats: pdf
  • ISBN: 9780080961682
  • Publication Date: 27 Nov 2009
  • Publisher: Elsevier Science
  • Product language: English
  • Drm Setting: DRM