Markowitz-Based Model for Market Shock Hedging
A paper suggests a new investment method for endowments and foundations, involving long only positions in two optimized long/short funds to outperform the typical stock/bond split.
Featured in No. 46 on 24 Apr 2024 ·
- Released
- 10 Feb 2022
- First featured
- No. 46 · 24 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 7
- Identifier
- RePEc:wly:revfec:v:40:y:2022:i:4:p:335-347
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).