%0 Journal Article %A Robert D. Arnott %A Charles M. Kelso, Jr. %A Stephan Kiscadden %A Rosemary Macedo %T Forecasting factor returns %B An intriguing possilbility %D 1989 %R 10.3905/jpm.1989.409231 %J The Journal of Portfolio Management %P 28-35 %V 16 %N 1 %U https://jpm.pm-research.com/content/iijpormgmt/16/1/28.full.pdf