---
title: Anomaly Predictability with the Mean-Variance Portfolio
url: https://www.ml-quant.com/papers/ssrn/4516438/
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 4516438
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4516438
featured: 2023-07-26
citations: 0
topic: Portfolio & Allocation
---


# Anomaly Predictability with the Mean-Variance Portfolio

Discussed above - the study suggests that past pricing errors can predict future anomaly returns, indicating that cross-sectional models should include price information to track return dynamics over time.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4516438
- Identifier: SSRN 4516438
- Released: 2023-07-20
- First featured: Quant Letter No. 9 (2023-07-26): https://www.ml-quant.com/issues/2023-07-26/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Portfolio & Allocation

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