Sortino ratio (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Sortino ratio" in English language version.

refsWebsite

Global rank English rank

2^nd place

2^nd place

1semanticscholar.org

11^th place

8^th place

1redrockcapital.com

low place

low place

doi.org

Sortino, F.A.; Price, L.N. (1994). "Performance measurement in a downside risk framework". Journal of Investing. 3 (3): 50–8. doi:10.3905/joi.3.3.59. S2CID 155042092.
https://doi.org/10.1016/j.asoc.2013.09.011. Chen H.H, Yang C.B. and Peng Y.H., (2014) The trading on the mutual funds by gene expression programming with Sortino ratio, Applied Soft Computing, Volume 15, Pages 219-230, ISSN 1568-4946.

redrockcapital.com

"Sortino: A 'Sharper' Ratio" (PDF). Red Rock Capital. Retrieved February 16, 2014.

semanticscholar.org

api.semanticscholar.org

Sortino, F.A.; Price, L.N. (1994). "Performance measurement in a downside risk framework". Journal of Investing. 3 (3): 50–8. doi:10.3905/joi.3.3.59. S2CID 155042092.