You can do this in at least three different ways:
1) Click on the head of the "Published" column, THEN "Author"...
2) For more complicated sorts prepare a custom column with a template like
Code:
{author_sort} - {series}{series_index:0>2s| - | - }{title_sort}
When you click on that column your books will be listed as Author last name-> first name -> series (if available) -> series index -> title
3) Install the View Manager plugin. With that you can configure different views (including sort orders).