All ebooks by Frank A. Sortino in PDF and EPUB
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All ebooks by Frank A. Sortino in PDF and EPUB


2  Book(s)
Download this eBook The Sortino Framework for Constructing Portfolios
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The Sortino Framework for Constructing Portfolios


Frank A. Sortino


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...

Publication date: 2009-11-27
Format: epub DRM-free
Publisher: Elsevier Science
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£41,13
Download this eBook Managing Downside Risk in Financial Markets
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Managing Downside Risk in Financial Markets


Stephen Satchell , Frank A. Sortino


Quantitative methods have revolutionized the area of trading, regulation, risk management, portfolio construction, asset pricing and treasury activities, and governmental activity such as central banking to name but some of the applications. Downside-risk, as a...

Publication date: 2001-09-20
Format: PDF DRM-free
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£88,62

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