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Dr. Frank Sortino


Dr. Frank Sortino is the Founder and Director of The Pension Research Institute. He has consulted with many Pension Funds Internationally and is now a co-manager of the R42 AI Equities Fund.

Dr. Sortino founded the Pension Research Institute in 1981 where he acted as Director in developing a new theory with math professor Dr. Hal Forsey. Together they worked with many professors internationally to create, Post Modern Portfolio Theory
Frank has written many articles in financial journals in the U.S. and abroad, written several books about financial theory and consulted to many large corporations and pension funds in the U.S. and abroad.

Dr. Sortino worked for over a decade with an investment banking firm and, several N.Y.S.E brokerage firms until he became a partner in the largest reginal N.Y.S.E. firm in California. His last position before returning to academia was as Sr. V.P of an Investment firm that managed $1.5 billion.

He did his undergraduate studies at U.S.C., earned an MBA at U.C. Berkeley and a PhD in Finance at the University of Oregon.

Most recently he has been studying AI with Dr. Ronjon Nag. He acted as Fellow and Mentor in the 1st stock market project at the R42 Institute which resulted in the launch of the R42 AI Equities Fund.

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