EXERCISE: Wearing a Weighted Vest While Exercising Can Boost Bone Mass. “Several small studies have shown exercise with a weighted vest increases bone-mineral density in older women and improves balance. The evidence isn’t conclusive, says Felicia Cosman, senior clinical director of the National Osteoporosis Foundation, but it’s logical to think the vests would be beneficial because ‘bone responds to the magnitude of the force put on it.'”