The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
Frank Sortino
| Year of publication: |
c 2010
|
|---|---|
| Other Persons: | Sortino, Frank Alphonse (contributor) |
| Publisher: |
Amsterdam [u.a.] : Elsevier |
| Subject: | Kapitalanlage | Financial investment | Portfolio-Management | Portfolio selection | Investitionsrisiko | Investment risk | Theorie | Theory |
| Description of contents: | Table of Contents [gbv.de] ; Description [loc.gov] |
| Published items: |
10 hits in ECONIS - Online Catalogue of the ZBW
|
| Extent: | XVII, 158 p Ill., graph. Darst. 24 cm |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Sammelwerk ; Collection of articles of several authors |
| Language: | English |
| Notes: | Includes bibliographical references and index. - Enth. 10 Beitr. |
| ISBN: | 978-0-12-374992-5 ; 0-12-374992-1 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003858336