---
title: Out-of-Sample Portfolio Returns
url: https://www.ml-quant.com/papers/ssrn/4899487/
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: SSRN 4899487
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4899487
featured: 2024-07-24
citations: unknown
topic: Portfolio & Allocation
---


# Out-of-Sample Portfolio Returns

The paper presents a stochastic representation for the joint distribution of the out-of-sample mean and variance of portfolio rules, providing a toolkit for assessing portfolio performance and creating improved rules.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4899487
- Identifier: SSRN 4899487
- Released: 2024-07-18
- First featured: Quant Letter No. 58 (2024-07-24): https://www.ml-quant.com/issues/2024-07-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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