%0 Journal Article %1 Fletcher2002 %A Fletcher, Jonathan %A Hillier, Joe %D 2002 %J International Review of Financial Analysis %K Mean-variance analysis %N 4 %P 449--466 %T On the usefulness of linear factor models in predicting expected returns in mean-variance analysis %U http://www.sciencedirect.com/science/article/B6W4W-45R7Y0B-3/1/21f43ebb977731a3d66383368948e135 %V 11

@article{Fletcher2002, added-at = {2008-04-29T08:06:25.000+0200}, author = {Fletcher, Jonathan and Hillier, Joe}, biburl = {https://www.bibsonomy.org/bibtex/20879c077ef6684d221bac2ef7969c42f/smicha}, interhash = {b4d38c4e9c4f6957b8ef81fed785fbcd}, intrahash = {0879c077ef6684d221bac2ef7969c42f}, journal = {International Review of Financial Analysis}, keywords = {Mean-variance analysis}, number = 4, pages = {449--466}, timestamp = {2008-04-29T08:08:25.000+0200}, title = {On the usefulness of linear factor models in predicting expected returns in mean-variance analysis}, url = {http://www.sciencedirect.com/science/article/B6W4W-45R7Y0B-3/1/21f43ebb977731a3d66383368948e135}, volume = 11, year = 2002 }