Author Archives: Frank Sortino

About Frank Sortino

Frank Sortino is finance professor emeritus from San Francisco State University and Director of the Pension Research Institute which he founded in 1981. For 10 years he wrote a quarterly analysis of mutual funds for Pensions and Investments Magazine and he has written two books on the subject of Post Modern Portfolio Theory. He has been a featured speaker at many conferences in the U.S., Europe, South Africa, and the Pacific Basin. Dr. Sortino received his Ph.D in Finance from the University of Oregon and has carried out research projects with many institutions like Shell Oil, Netherlands and The City and County of San Francisco Retirement System.

Upside Potential Ratio Revisited

I have reposted this for the benefit of some people at R42 Institute: The Cost of Assuming Symmetry in a Skewed World Posted on June 24, 2017by Frank Sortino      Frank Sortino & Kal Salama  In an Uncertain World If you believe the uncertainty … Continue reading

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The Other Side of the Coin

In an attempt to maintain a balanced approach to the conflict between China and the US, I recommend “Ill Winds” by Larry Diamond. He provides a well documented, scathing expose of China’s threat to the world as opposed to the … Continue reading

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Bad and Worst Case Scenarios

I have a 20.79? gain in my portfolio for the year and I’m taking it. Will the students riot in Hong Kong? Will China take control?  Is there a steer in Texas? Cash is an asset category!

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The Inmates are Running the Asylum

As of the open I am 37% in equity, 63% cash.

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Excerpts From: Has China Won

The author, KISHORE MAHBUBANI, was born to two Hindu parents in Singapore. He has had two distinguished careers, thirty-three years in diplomacy and fifteen years in academia. He lived in New York for over ten years as Singapore’s ambassador to … Continue reading

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A Must Read For Keen Insights To The China Problem

The book is:Has China Won? by Kishore Mahbubani.  Very well written and I agree with his monetary analysis. Here is a very controversial, but well reasoned, view of the conflict between America and China that will make you think.

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Mission Accomplished

Portfolio Navigation produced a profit for the year of 10% and I am now 49% in cash.

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Portfolio Navigation Says Reduce Exposure

I am starting to take profits in skyrocket tech stocks.  My portfolio Gain is  /3 +$ +8.61%)  currently (clipped from my Schwab account). As some US states go back to work I will continue to reduce equity exposure unless the US recants … Continue reading

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We Need More Than Data To Fight COVID-19

We need the right people to gather it and interpret it and it ain’t reporters or politicians or doctors and nurses.  It’s statisticians like Dr John Ioannides Professor of Health Research & Policy at Stanford University His research interests are … Continue reading

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Problems, Problems

Which is worse: Covid-19 or the massive debt problem?  neither, it is knowing I have to take my wife into Stanford hospital for surgery next week and knowing there are currently 10 cases of coronavirus there and more expected next … Continue reading

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