García-Cáceres, Rafael Guillermo; Páez-Rivera, … - In: Journal of open innovation : technology, market, and … 10 (2024) 1, pp. 1-12
A comprehensive approach to the optimization of financial portfolios is provided by the Integral Analysis Method (IAM … optimization problem. The cardinal analysis uses the L_1 risk model, which is enriched by the inclusion of a stochastic constraint … optimization problem: success probability (assessed through the cardinal analysis) and business reputation (assessed through the …