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The Sortino framework for constructing portfolios [electronic resource] : focusing on desired target return to optimize upside potential relative to downside risk / Frank Sortino ... [et al.].

Contributor(s): Sortino, Frank Alphonse, 1932- | ScienceDirect (Online service).
Series: Elsevier finance: Publisher: Amsterdam ; Boston : Elsevier, c2010Description: 1 online resource (xvii, 158 p.) : ill.ISBN: 9780123749925; 0123749921; 9780080961682 (electronic bk.); 0080961681 (electronic bk.).Subject(s): Portfolio management | Investment analysis | Risk managementGenre/Form: Electronic books.Additional physical formats: Print version:: Sortino framework for constructing portfolios.DDC classification: 332.6 Online resources: An electronic book accessible through the World Wide Web; click for information
Contents:
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.
Item type Current location Call number Status Notes Date due Barcode
Main Collection Taylor's Library - Perpetual(TU)
332.6 (Browse shelf) e-book TBSxx,44001,03,CL,PPT

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.

Description based on print version record.