---
title: Sampling Methods for Increased Volatility
url: https://www.ml-quant.com/papers/repec/vrs-jecman-v-43-y-2021-i-1-p-70-89-n-1/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:vrs:jecman:v:43:y:2021:i:1:p:70-89:n:1
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.22367%2Fjem.2021.43.04%3Bh%3Drepec%3Avrs%3Ajecman%3Av%3A43%3Ay%3A2021%3Ai%3A1%3Ap%3A70-89%3An%3A1
featured: 2023-08-09
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.22367%2Fjem.2021.43.04%3Bh%3Drepec%3Avrs%3Ajecman%3Av%3A43%3Ay%3A2021%3Ai%3A1%3Ap%3A70-89%3An%3A1
- Identifier: RePEc:vrs:jecman:v:43:y:2021:i:1:p:70-89:n:1
- Released: 2021-02-18
- First featured: Quant Letter No. 11 (2023-08-09): https://www.ml-quant.com/issues/2023-08-09/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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