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In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models

Publication: In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models. Published Jan 7, 2025.

arxiv.orgPublished Jan 7, 2025
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Overview

Publication: In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models. Published Jan 7, 2025.

Publication information

Publication title
In-Sample and Out-of-Sample Sharpe Ratios for Linear Predictive Models
Authors
Antoine Jacquier, Johannes Muhle-Karbe, Joseph Mulligan
Published
Jan 7, 2025
Last publication revision
Dec 1, 2025
Subject areas
q-fin.MF, q-fin.PM
Publication source
arxiv.org · abs/2501.03938v3 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2501.03938 ↗

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