@article {Arnott28, author = {Robert D. Arnott and Charles M. Kelso, Jr. and Stephan Kiscadden and Rosemary Macedo}, title = {Forecasting factor returns}, volume = {16}, number = {1}, pages = {28--35}, year = {1989}, doi = {10.3905/jpm.1989.409231}, publisher = {Institutional Investor Journals Umbrella}, issn = {0095-4918}, URL = {https://jpm.pm-research.com/content/16/1/28}, eprint = {https://jpm.pm-research.com/content/16/1/28.full.pdf}, journal = {The Journal of Portfolio Management} }