---
title: Markowitz-Based Model for Market Shock Hedging
url: https://www.ml-quant.com/papers/repec/wly-revfec-v-40-y-2022-i-4-p-335-347/
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:wly:revfec:v:40:y:2022:i:4:p:335-347
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Frfe.1147%3Bh%3Drepec%3Awly%3Arevfec%3Av%3A40%3Ay%3A2022%3Ai%3A4%3Ap%3A335-347
featured: 2024-04-24
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fdoi.org%2F10.1002%2Frfe.1147%3Bh%3Drepec%3Awly%3Arevfec%3Av%3A40%3Ay%3A2022%3Ai%3A4%3Ap%3A335-347
- Identifier: RePEc:wly:revfec:v:40:y:2022:i:4:p:335-347
- Released: 2022-02-10
- First featured: Quant Letter No. 46 (2024-04-24): https://www.ml-quant.com/issues/2024-04-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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