The Sortino framework for portfolio construction
Subtitle: focusing on desired target return to optimize upside potential relative to downside risk
By: Frank Sortino ... [et al.].
Contributors: Sortino, Frank Alphonse, 1932-
Publisher: Elsevier
Published: 2010
Place of publication: Amsterdam; Boston
Language: eng
ISBN-13: 9780123749925
Subjects: Portfolio management; Investment analysis; Risk management
Notes: Includes bibliographical references and index.