The article introduces a new method for optimizing investment portfolios by considering both risk and reward. The researchers use a special mathematical model that accounts for the fat-tails and asymmetry often seen in financial markets. They show how this model can help investors make better decisions by looking at not just how much they could gain, but also how much they could lose. By applying this method to stocks from the Dow Jones Industrial Average, they demonstrate how it can be used to manage risk effectively and create more realistic investment strategies.