---
title: Time-Series Predictability in Portfolio Management
url: https://www.ml-quant.com/papers/ssrn/4492826/
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 4492826
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4492826
featured: 2023-07-05
citations: unknown
topic: Portfolio & Allocation
---


# Time-Series Predictability in Portfolio Management

Factor investing benefits from timeseries predictability, with managed market portfolios generating strong alphas.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4492826
- Identifier: SSRN 4492826
- Released: 2022-03-12
- First featured: Quant Letter No. 6 (2023-07-05): https://www.ml-quant.com/issues/2023-07-05/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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