@article{Fletcher2002, title = {On the usefulness of linear factor models in predicting expected returns in mean-variance analysis}, author = {Jonathan Fletcher and Joe Hillier}, journal = {International Review of Financial Analysis}, number = {4}, pages = {449--466}, url = {http://www.sciencedirect.com/science/article/B6W4W-45R7Y0B-3/1/21f43ebb977731a3d66383368948e135}, volume = {11}, year = {2002}, biburl = {http://www.bibsonomy.org/bibtex/20879c077ef6684d221bac2ef7969c42f/smicha}, keywords = {Mean-variance analysis } } @article{Fletcher1994, title = {The mean-variance efficiency of benchmark portfolios: UK evidence}, author = {Jonathan Fletcher}, journal = {Journal of Banking \& Finance}, month = {Sep}, number = {4}, pages = {673--685}, url = {http://www.sciencedirect.com/science/article/B6VCY-45GS910-6/1/d2446c6c4cc03377267f9c608936dd23}, volume = {18}, year = {1994}, biburl = {http://www.bibsonomy.org/bibtex/21d9d01831b14eb54ac7f41a9aa7176fd/smicha}, description = {Journal of Banking & Finance}, keywords = {Mean-variance efficiency } }