Managing Downside Risk in Financial Markets (Quantitative Finance)
by Frank Sortino
ISBN 13: 9780750648639
Format: Hardcover (272 pages) Publisher: Butterworth-Heinemann Ltd Published: 20 Sep 2001
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The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return™ to Optimize Upside Potential Relative to Downside Risk
ISBN 13: 9780123749925
Format: Illustrated (192 pages) Publisher: Elsevier Science Published: 27 Nov 2009