The Sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk
by
 
Sortino, Frank Alphonse, 1932-

Title
: 
The Sortino framework for constructing portfolios focusing on desired target return to optimize upside potential relative to downside risk

Author
: 
Sortino, Frank Alphonse, 1932-

ISBN
: 
9780123749925
 
9780080961682

Publication Information
: 
Amsterdam ; Boston : Elsevier, c2010.

Physical Description
: 
1 online resource (xvii, 158 p.) : ill.

Series
: 
[Elsevier finance]

Series Title
: 
[Elsevier finance]

Subject Term
: 
Portfolio management.
 
Investment analysis.
 
Risk management.

Added Author
: 
Sortino, Frank Alphonse, 1932-

Electronic Access
: 
ScienceDirect http://www.sciencedirect.com/science/book/9780123749925


LibraryMaterial TypeItem BarcodeShelf Number[[missing key: search.ChildField.HOLDING]]Status
Online LibraryE-Book148441-2001ONLINEElektronik Kütüphane