Videos
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The DTR Story
Interview with Dr. Frank Sortino
What is DTR Navigator?
DTR Navigator is an investment program based on Dr. Frank Sortino's upside potential/downside risk framework and other advances of Post-Modern Portfolio Theory.
Differences between Modern and Post-Modern Portfolio Theory
Post-Modern Portfolio Theory focuses on the investor's desired target return or DTR.
DTR® PMPT Tutotial
DTR Navigator is an investment program based on Dr. Frank Sortino's upside potential/downside risk framework and other advances of Post-Modern Portfolio Theory.
DTR Navigator Case Study
DTR Navigator for a 401(k) account during the financial crisis of 2008-2011.
DTR Navigator vs. Target Date Funds
DTR Navigator's approach to retirement investing provides clear advantages over lifecycle or target date funds.
Read our Post-Modern Portfolio Theory Blog
Our Library contains white papers, books, conferences and videos, along with helpful links and other resources, that are offered for your convenience
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Portfolio Navigation The Desired Target Return logic for calculating the rate of return necessary to accomplish financial goals |
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Desired Target Return Briefing The rationale for constructing portfolios within an upside potential/downside risk framework |
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Calibration by Professor Emeritus Joseph Messina This research study conducted by Dr. Messina at the Pension Research Institute offers and important advancement for improving the accuracy of input to quantitative models. |
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Understanding DTR |
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Timeline of critical research in portfolio theory |
A comparison of Modern Portfolio Theory to Post-Modern Portfolio Theory |
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A comparison of target date funds to Desired Target Returns CIFs |
Case Study Case Study Supporting Data |
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Different Needs = Different Portfolios |
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Books |
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The Sortino Framework for Constructing Portfolios An insightful book illustrating the importance of focusing on the Desired Target Return to optimize upside potential relative to downside risk |
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Managing Downside Risk in Financial Markets A perceptive view on managing downside risk in a world of financial uncertainty |
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Asset and Liability Management Handbook by Gautam Mitra and Katharina Schwaiger An excellent overview on the latest developments in quantitative methods for Asset Liability Management. In Chapter 6, Dr. Sortino discusses specifically how ALM models apply to 401(k) pension plans in the USA |
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Optimizing Optimization: The Next Generation of Optimization Applications and Theory edited by Stephen Satchell An incisive compilation of the latest research on portfolio optimization. Dr. Sortino presents the Desired Target Return approach for portfolio management in Chapter 7. |
Appearances |
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Colorado Public Plan Coalition (CPPC) |
2011 CPPC Annual Conference, Colorado Springs, CO |
August 18, 2011 |
Dr. Sortino speaks about Liability Driven Investing |
Related Links |
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Post-Modern Portfolio Theory from Wikipedia
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