The Sortino framework for portfolio construction focusing on desired target return to optimize upside potential relative to downside risk
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 futu...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Amsterdam ; Boston :
Elsevier
2009.
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| Edición: | 1st edition |
| Colección: | Elsevier finance.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627439506719 |
