TY  - BOOK
AU  - Sortino,Frank Alphonse
ED  - ScienceDirect (Online service)
TI  - The Sortino framework for constructing portfolios: focusing on desired target return to optimize upside potential relative to downside risk 
T2  - [Elsevier finance]
SN  - 9780123749925
AV  - HG4529.5 .S67 2010
U1  - 332.6 22
PY  - 2010///
CY  - Amsterdam, Boston
PB  - Elsevier
KW  - Portfolio management
KW  - Investment analysis
KW  - Risk management
KW  - Electronic books
N1  - Includes bibliographical references and index; 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
UR  - https://ezproxy.taylors.edu.my/login?url=http://www.sciencedirect.com/science/book/9780123749925
ER  -