Búsqueda de LIBROS DEL AUTOR: sortino frank a

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  ebook

  MANAGING DOWNSIDE RISK IN FINANCIAL MARKETS

  SORTINO, FRANK A. / SATCHELL, STEPHEN

  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 quantitative method, is an accurate measurement of investment risk, because it captures the risk of not accomplishing...

  $1,755.00

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• 

  ebook

  THE SORTINO FRAMEWORK FOR CONSTRUCTING PORTFOLIOS: FOCUSING ON DESIRED TARGET RETURN™ TO OPTIMIZE UPSIDE POTENTIAL RELATIVE TO DOWNSIDE RISK

  SORTINO, FRANK A.

  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 app...

  $814.00

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