The Sortino framework for constructing portfolios  focusing on desired target return to optimize upside potential relative to downside risk /  [electronic resource] : 
Frank Sortino ... [et al.]. 
 - Amsterdam ;  Boston :  Elsevier,  c2010. 
 - 1 online resource (xvii, 158 p.) :  ill. 
 - [Elsevier finance] .
 - Elsevier finance. .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>Building the Framework -- Chapter 1. The Big Picture. -- Chapter 2. Getting All The Pieces of the Puzzle. -- Chapter 3. Beyond the Sortino Ratio -- Chapter 4. Optimization & Portfolio Selection -- Applications -- Chapter 5. Birth of the DTRTM 401(k) Plan: -- Chapter 6. A Reality Check From An Institutional Investor: -- Chapter 7. Integrating the DTR Framework into a Complex Corporate Structure: -- Chapter 8. The Role of Regulation in the Next Financial Market Evolution: -- Chapter 9. Sharing Downside Risk in Defined Benefit Pension Plans: -- Chapter 10. (Reprint) On the Foundation of Performance Measures under Asymmetric Returns, Christian S. Pedersen and Stephen E. Satchell -- Appendix 1. Formal Definitions and Procedures. 
<br/><br/><label>ISBN: </label>9780123749925 0123749921 9780080961682 (electronic bk.) 0080961681 (electronic bk.) 
<br/><br/><label>Source: </label>177171:173604  Elsevier Science & Technology  http://www.sciencedirect.com 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Portfolio management.<br/>Investment analysis.<br/>Risk management.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG4529.5  / .S67 2010 
<br/><br/><label>Dewey Class. No.: </label>332.6