Concepedia

Frank A. Sortino

FA

Statistics

Publications

9

Citations

2K

H-Index

9

Active since

1991

Affiliations

San Francisco State University(Current)

University of Groningen

Frank A. Sortino is an author at San Francisco State University specializing in risk-return analysis, finance, and downside risk analysis.

Publications per year

1991–2001

9

Publications

9

Performance Measurement in a Downside Risk Framework

Frank A. Sortino, Lee Price · The Journal of Investing · 1994 · 886 citations

Management, Performance Management, Risk Management +14

Frank A. Sortino, Robert Van Der Meer · The Journal of Portfolio Management · 1991 · 601 citations · Full text

Management, Economics, Finance +17

The Dutch Triangle

Frank A. Sortino, Robert Van Der Meer, Auke Plantinga · The Journal of Portfolio Management · 1999 · 205 citations

Business, Finance, Financial Management +12

On the Use and Misuse of Downside Risk

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

Management, Finance, Risk Management +15

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

Business, Economics, Finance +15

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