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A Limited Liability Company


The Pension Research Institute was founded in 1980 to examine problems facing fiduciaries responsible for the management of pension funds.
 

 

In order to implement the quantitative tools developed at PRI we have formed an investment management company called Sortino Investment Advisors.  The emphasis will be fully managed accounts for 401(k) plans.  For more information click here  www.sortinoia.com.

 

The focus at PRI is on long term needs as opposed to current fads or demands of the market place. To the extent we can describe the nature of uncertainty in financial markets, we can build models to manage it.

 

Just because you got away with it doesn't mean you didn't take any risk !


   What and who is PRI ?           Who is PRI                         

 

PRI Research Papers:   Evidenced-Based Portfolio Management 12/01/06 Posted at Professor Pfeffer's website at Stanford www.evidence-basedmanagement.com.

Solving the Portfolio Puzzle  12/26/05

Thoughts On Monte Carlo 11/2005

P&I Ten Year Record 11/2005

On The Differences 2/3/04

Upside Potential Ratio       

The Sortino Ratio Updated 9/30/03

The Valuation Myth

Published Papers
 

 

 

Work in Progress  

Other Research

New Book  on Managing Downside Risk


Conferences: Past Conferences   includes slides to download
 
 

Contact Info:

Pension Research Institute
61 Politzer Dr.
Menlo Park, CA

e-mail: fsortino@sbcglobal.net

Fax : (650) 321 5447


Biography

 

Q & A


Dr. Frank A. Sortino is Director of the Pension Research Institute in Menlo Park


  Answers to frequently asked questions


Other sites of interest:
www.pionline.com

A treasure trove of investment information that has been published in Pensions & Investments.

For more information on downside risk, visit their research page and search for "downside risk".

www.ppca-inc.com   What attribution analysis is really all about.
 

www.checkfreeinvsvcs.com/msearch/

 

 

This will bring you to M-search with links to Style Analysis.   Upside potential ratio and Omega excess are calculated on this system.
www.morningstar.net Everything you ever wanted to know about mutual funds... except downside risk.
www.horsesmouth.com The best website for financial planners and consultants I have seen.
www.frankfabozzi.com

www.moneymanagementletter.com

 

A  website for financial analysts and portfolio managers

A publication of Institutional Investor Magazine.  For Investment Advisors who want to keep current on searches and who's in the news. 

 

 

 


Bibliography
This page contains a listing of articles on the subject of downside risk by other authors.

 

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