The Sortino framework for constructing portfolios: focusing on desired target return to optimize upside potential relative to downside risk
Gespeichert in:
| Format: | Elektronisch E-Book |
|---|---|
| Sprache: | English |
| Veröffentlicht: |
Amsterdam
Elsevier
©2010
|
| Schriftenreihe: | Elsevier finance
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | 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. The goal is what the investor is trying to accomplish financially, such as a certain level of income in retirement or putting children through college. .Feature: Only book to describe the Sortino method and Desired Target ReturnT in a way that enables portfolio managers to adopt the method. .Benefit: Gives a new way of constructing portfolios into the hands of portfolio managers .Feature: Software to implement the portfolio construction method is included free of charge to bookbuyers on a password protected Elsevier website .Benefit: 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. .Feature: The Sortino method has been tested over 20 years at the Pension Research Institute .Benefit: Portfolio managers can be confident of the success of the method, even returns in the economic crisis, where the method has still beaten all S & P benchmarks Includes bibliographical references and index |
| Beschreibung: | 1 Online-Ressource (xvii, 158 pages) |
| ISBN: | 9780123749925 0123749921 9780080961682 0080961681 |
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| 500 | |a Includes bibliographical references and index | ||
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| 650 | 7 | |a Portfolio management |2 fast | |
| 650 | 7 | |a Risk management |2 fast | |
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| 650 | 4 | |a Risk management | |
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Datensatz im Suchindex
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| dewey-full | 332.6 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.6 |
| dewey-search | 332.6 |
| dewey-sort | 3332.6 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042300724 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T01:17:43Z |
| institution | BVB |
| isbn | 9780123749925 0123749921 9780080961682 0080961681 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027737716 |
| oclc_num | 528581493 |
| open_access_boolean | |
| owner | DE-1046 |
| owner_facet | DE-1046 |
| physical | 1 Online-Ressource (xvii, 158 pages) |
| psigel | ZDB-33-ESD ZDB-33-EBS FAW_PDA_ESD FLA_PDA_ESD |
| publishDate | 2010 |
| publishDateSearch | 2010 |
| publishDateSort | 2010 |
| publisher | Elsevier |
| record_format | marc |
| series2 | Elsevier finance |
| spelling | The Sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk Frank Sortino [and others] Amsterdam Elsevier ©2010 1 Online-Ressource (xvii, 158 pages) txt rdacontent c rdamedia cr rdacarrier Elsevier finance 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. The goal is what the investor is trying to accomplish financially, such as a certain level of income in retirement or putting children through college. .Feature: Only book to describe the Sortino method and Desired Target ReturnT in a way that enables portfolio managers to adopt the method. .Benefit: Gives a new way of constructing portfolios into the hands of portfolio managers .Feature: Software to implement the portfolio construction method is included free of charge to bookbuyers on a password protected Elsevier website .Benefit: 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. .Feature: The Sortino method has been tested over 20 years at the Pension Research Institute .Benefit: Portfolio managers can be confident of the success of the method, even returns in the economic crisis, where the method has still beaten all S & P benchmarks Includes bibliographical references and index BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Investment analysis fast Portfolio management fast Risk management fast Wirtschaft Portfolio management Investment analysis Risk management Sortino, Frank Alphonse Sonstige oth http://www.sciencedirect.com/science/book/9780123749925 Verlag Volltext |
| spellingShingle | The Sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Investment analysis fast Portfolio management fast Risk management fast Wirtschaft Portfolio management Investment analysis Risk management |
| title | The Sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk |
| title_auth | The Sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk |
| title_exact_search | The Sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk |
| title_full | The Sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk Frank Sortino [and others] |
| title_fullStr | The Sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk Frank Sortino [and others] |
| title_full_unstemmed | The Sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk Frank Sortino [and others] |
| title_short | The Sortino framework for constructing portfolios |
| title_sort | the sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk |
| title_sub | focusing on desired target return to optimize upside potential relative to downside risk |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Investment analysis fast Portfolio management fast Risk management fast Wirtschaft Portfolio management Investment analysis Risk management |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Investment analysis Portfolio management Risk management Wirtschaft |
| url | http://www.sciencedirect.com/science/book/9780123749925 |
| work_keys_str_mv | AT sortinofrankalphonse thesortinoframeworkforconstructingportfoliosfocusingondesiredtargetreturntooptimizeupsidepotentialrelativetodownsiderisk |