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The Sortino Framework for Constructing Portfolios - Focusing on Desired Target Return (TM) to Optimize Upside Potential Relative to Downside Risk (Hardcover)
Loot Price: R2,133
Discovery Miles 21 330
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The Sortino Framework for Constructing Portfolios - Focusing on Desired Target Return (TM) to Optimize Upside Potential Relative to Downside Risk (Hardcover)
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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 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
whichthe method has still beaten all S&P benchmarks."
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