Sampling Methods for Increased Volatility
The paper proposes a portfolio composition framework resistant to market volatility, using a modified Markowitz’s approach and sampling methods to enhance allocation efficiency during high market volatility.
Featured in No. 11 on 9 Aug 2023 ·
- Released
- 18 Feb 2021
- First featured
- No. 11 · 9 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 12
- Identifier
- RePEc:vrs:jecman:v:43:y:2021:i:1:p:70-89:n:1
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