Neil Riddles: 1 book
The Sortino Framework for Constructing Portfolios
Focusing on Desired Target Return™ to Optimize Upside Potential Relative to Downside Risk
Language: English
Release Date: November 27, 2009
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...
