Sortino, F. A. (2010). The Sortino framework for constructing portfolios: Focusing on desired target return to optimize upside potential relative to downside risk. Elsevier.
Chicago Style (17th ed.) CitationSortino, Frank Alphonse. The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return to Optimize Upside Potential Relative to Downside Risk. Amsterdam ; Boston: Elsevier, 2010.
MLA (8th ed.) CitationSortino, Frank Alphonse. The Sortino Framework for Constructing Portfolios: Focusing on Desired Target Return to Optimize Upside Potential Relative to Downside Risk. Elsevier, 2010.
Warning: These citations may not always be 100% accurate.