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Auke Plantinga的圖書 |
$ 1469 電子書 | The Sortino Framework for Constructing Portfolios
作者:Frank A. Sortino,Ron Surz,David Hand,Robert van der Meer,Neil Riddles,James Pupillo,Auke Plantinga 出版社:Elsevier Science 出版日期:2009-11-27 語言:英文 樂天KOBO - 個人財務 - 來源網頁   看圖書介紹 |
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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.
• Only book to describe the Sortino method and Desired Target Return™ in a way that enables portfolio managers to adopt the method
• Software to implement the portfolio construction method is included free of charge to book buyers on a password protected Elsevier website. 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.
• The Sortino method has been tested over 20 years at the Pension Research Institute. Portfolio managers can be confident of the success of the method, even returns in the economic crisis, in which the method has still beaten all S&P benchmarks.
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