Lights. Horse's coats grow and shed according to the amount of daylight that there is. So if you want your horse to keep the summer coat then they need to be under constant lights when in the stall. Blankets don't prevent the coats from growing, all they do is slick them down but as soon as you remove the blankets and the cold wind hits your horse the hair will be up and fuzzy again.
Thier coats fuzz up because that is how they keep themselves warm. When thier hair is up like that it traps what heat thier is and helps insulate.
The wind of heaven is that which blows between a horse's ears. ~Arabian Proverb