Author Archives: Frank Sortino

Unknown's avatar

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.

Should The Government Regulate Risk Taking?

Posted on January 4, 2012 by Frank Sortino

How much risk was this woman taking? How would one measure it? There were 40 some people in our group when my wife had this picture taken and nobody got gored. So, was this a riskless transaction? Just because you … Continue reading →

Posted in Uncategorized | Tagged | Leave a comment

Attacking the GIGO Problem

Posted on December 26, 2011 by Frank Sortino

All of us who try to manage uncertainty in financial decisions face the problem of describing that uncertainty.  To the extent that we can improve on the accuracy of that description we can produce better results for our clients.  Professor … Continue reading →

Posted in Uncategorized | Tagged | Leave a comment

Absolute Returns are Absolute Nonsense

Posted on September 30, 2011 by Frank Sortino

A recent article in Pensions & Investments (8/19/2011 pg 19) gives several reasons why absolute returns are just another Wall Street marketing gimmick: they didn’t work in 2008 and there are a wide range of strategies called Absolute Return Strategies.  … Continue reading →

Posted in Uncategorized | Tagged | Leave a comment