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On the usefulness of linear factor models in predicting expected returns in mean-variance analysis

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  • Fletcher, Jonathan
  • Hillier, Joe

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  • Fletcher, Jonathan & Hillier, Joe, 2002. "On the usefulness of linear factor models in predicting expected returns in mean-variance analysis," International Review of Financial Analysis, Elsevier, vol. 11(4), pages 449-466.
    • Handle: RePEc:eee:finana:v:11:y:2002:i:4:p:449-466
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    Cited by:

    1. Fletcher, Jonathan, 2011. "Do optimal diversification strategies outperform the 1/N strategy in U.K. stock returns?," International Review of Financial Analysis, Elsevier, vol. 20(5), pages 375-385.

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