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.

It’s About Time!

U.S. prosecutors will likely urge a judge to drop an indictment against an MIT professor charged a year ago with receiving federal grant money but failing to disclose his ties to China, according to people familiar with the matter. The … Continue reading

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Forget the economic recovery. Buy Tech @ a Discount!

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Pack Your Snorkeling Gear & Get Ready

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I Told Ya to Get Cash & Go Snorkeling!

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Be a Good Scout

Julіа Gаlеf is an еxреrt іn rаtіоnаl dесіѕіоn-mаkіng аnd a соfоundеr оf thе nоnрrоfіt Cеntеr fоr Aррlіеd Rаtіоnаlіtу, аn оrgаnіzаtіоn thаt specializes іn rаtіоnаl thinking аnd humаn соgnіtіоn. I encourage you to read her book: “The Scout Mindset: Why Some … Continue reading

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Wrong Way to Govern Says the POLLS

Why are big tech moguls dumping $Billions of their shares and paying taxes on the profits? Their Government doesn’t like them and they don’t trust their Government.  And guess what, neither does the rest of the world. Add to that … Continue reading

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1st R42 AI Fund Launched

In 1981, Dr. Hal Forsey and I launched Post Modern Portfolio Theory. Now I have taken a quantum leap forward to join Dr. Ronjon Nag and Dr. Jeremy Sosabowski in launching this new framework for constructing and managing portfolios. Frank … Continue reading

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Portfolio Theory for the 21st Century will be AI Driven.

Begin by unlearning the false assumptions of CAPM that led to these false conclusions: No one can beat the market on a risk adjusted basis. No one can time the market more often than not. No one can actively manage … Continue reading

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PMPT Marries AI

Yesterday I posted a brief note to let you know I got back in the market due to some Flags posted by an AI firm. The company is AlgoDynamics in London and they are sponsoring a webinar in New York. … Continue reading

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Flags are Up

This morning I received notice that Flags were Up for SPY and QQQ and I invested 30% of the 37% cash position I took at the time of my last posting. I will be speaking at a program by the … Continue reading

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