Frank Sortino

Pension Research Institute

Director

61 Politzer Dr.

Menlo Park, CA

United States

San Francisco State University

Professor Emeritus

1600 Holloway Avenue

San Francisco, CA 94132

United States

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Scholarly Papers (1)

1.

The Impact of Downside Risk on Risk-Adjusted Performance of Mutual Funds in the Euronext Markets

Number of pages: 14 Posted: 21 Jul 2001
Robert van der Meer, Frank Sortino and Auke Plantinga
University of Groningen, Pension Research Institute and University of Groningen
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Citation 11

Abstract:

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Performance measurement, mutual funds, skewness, Sharpe ratio, market efficiency