An approach to the integral optimization of investment portfolios

An approach to the integral optimization of investment portfolios

A comprehensive approach to the optimization of financial portfolios is provided by the Integral Analysis Method (IAM), which comprises four steps: The description of the problem is followed by three mathematical steps, namely, cardinal analysis, ordinal analysis and integration analysis, which allo...

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Bibliographic Details
Main Authors: Rafael Guillermo García-Cáceres, Franklin Ignacio Páez-Rivera, Bernarda Aldana-Gómez, Ernesto Acosta-Gempeler, John Wilmer Escobar-Velásquez
Format: Article
Language:English
Published: Elsevier 2024-03-01
Series:Journal of Open Innovation: Technology, Market and Complexity
Subjects:
Investment Portfolio
Profitability of an Investment Portfolio
Risk of an Investment Portfolio
Minimum Expected Profitability Rate
Integral Analysis Method
Integral optimization
Online Access:http://www.sciencedirect.com/science/article/pii/S2199853124000295

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http://www.sciencedirect.com/science/article/pii/S2199853124000295

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