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Search: person:"Forsey, Hal"
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Portfolio selection
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Forsey, Hal
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Forsey, Hal J.
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Sortino, Frank A.
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Optimizing optimization : the next generation of optimization applications and theory
1
The Sortino framework for constructing portfolios : focusing on desired target return to optimize upside potential relative to downside risk
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The journal of portfolio management : a publication of Institutional Investor
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ECONIS (ZBW)
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Optimization and portfolio selection
Forsey, Hal
;
Sortino, Frank Alphonse
- In:
Optimizing optimization : the next generation of …
,
(pp. 161-177)
.
2010
Persistent link: https://www.econbiz.de/10003939113
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2
Optimization and portfolio selection
Forsey, Hal
- In:
The Sortino framework for constructing portfolios : …
,
(pp. 53-64)
.
2010
Persistent link: https://www.econbiz.de/10003915639
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3
On the Use and Misuse of Downside Risk
Sortino, Frank A.
;
Forsey, Hal J.
- In:
The journal of portfolio management : a publication of …
22
(
1996
)
2
,
pp. 35-43
Persistent link: https://www.econbiz.de/10007317917
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