Concepedia

Frank A. Sortino

FA

Statistics

Publications

8

Citations

2K

H-Index

8

Active since

1991

Affiliations

San Francisco State University(Current)

Frank A. Sortino is an author at San Francisco State University specializing in risk management, finance, and risk.

Top concepts

FinanceRisk ManagementRiskManagementFinancial Risk ManagementStatisticsBusinessInsuranceEngineeringTrading Risk

Publications per year

1991–2001

8

Publications

8

Performance Measurement in a Downside Risk Framework

Frank A. Sortino, Lee Price · The Journal of Investing · 1994 · 867 citations

Engineering, Risk Model Validation, Risk Management +6

Frank A. Sortino, Robert Van Der Meer · The Journal of Portfolio Management · 1991 · 583 citations

The Dutch Triangle

Frank A. Sortino, Robert Van Der Meer, Auke Plantinga · The Journal of Portfolio Management · 1999 · 204 citations

On the Use and Misuse of Downside Risk

Frank A. Sortino, Hal J. Forsey · The Journal of Portfolio Management · 1996 · 143 citations

Downside Risk, Financial Risk Management, Safety Science +18

The Dutch triangle - A framework to measure upside potential relative to downside risk.

Frank A. Sortino, R.A.H. van der Meer, Auke Plantinga · University of Groningen research database (University of Groningen / Centre for Information Technology) · 1999 · 85 citations

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