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The Sortino framework for constructing portfolios : Focusing on desired target return to optimize upside potential relative to downside risk
Publication details: Amsterdam Elsevier 2010Description: 158p xvISBN:- 9780123749925
- 332.600000 SOR
Contents:
Table of contents
Building the Framework
Chapter 1. The Big Picture.
Chapter 2. Getting All The Pieces of the Puzzle.
Chapter 3. Beyond the Sortino Ratio
Chapter 4. Optimization & Portfolio Selection
Applications
Chapter 5. Birth of the DTRTM 401(k) Plan:
Chapter 6. A Reality Check From An Institutional Investor:
Chapter 7. Integrating the DTR Framework into a Complex Corporate Structure:
Chapter 8. The Role of Regulation in the Next Financial Market Evolution:
Chapter 9. Sharing Downside Risk in Defined Benefit Pension Plans:
Chapter 10. (Reprint) On the Foundation of Performance Measures under Asymmetric Returns, Christian S. Pedersen and Stephen E. Satchell
Appendix 1. Formal Definitions and Procedures
| Item type | Current library | Shelving location | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|---|
BOOKs
|
National Law School | MPP Section | 332.6 SOR (Browse shelf(Opens below)) | Available | 34715 |
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Table of contents
Building the Framework
Chapter 1. The Big Picture.
Chapter 2. Getting All The Pieces of the Puzzle.
Chapter 3. Beyond the Sortino Ratio
Chapter 4. Optimization & Portfolio Selection
Applications
Chapter 5. Birth of the DTRTM 401(k) Plan:
Chapter 6. A Reality Check From An Institutional Investor:
Chapter 7. Integrating the DTR Framework into a Complex Corporate Structure:
Chapter 8. The Role of Regulation in the Next Financial Market Evolution:
Chapter 9. Sharing Downside Risk in Defined Benefit Pension Plans:
Chapter 10. (Reprint) On the Foundation of Performance Measures under Asymmetric Returns, Christian S. Pedersen and Stephen E. Satchell
Appendix 1. Formal Definitions and Procedures
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