RT Journal Article SR Electronic T1 Forecasting factor returns JF The Journal of Portfolio Management FD Institutional Investor Journals SP 28 OP 35 DO 10.3905/jpm.1989.409231 VO 16 IS 1 A1 Robert D. Arnott A1 Charles M. Kelso, Jr. A1 Stephan Kiscadden A1 Rosemary Macedo YR 1989 UL https://pm-research.com/content/16/1/28.abstract AB