RT Journal Article SR Electronic T1 The “Efficient Index” and Prediction of Portfolio Variance JF The Journal of Portfolio Management FD Institutional Investor Journals SP 27 OP 34 DO 10.3905/jpm.1993.409446 VO 19 IS 3 A1 Winston, Kenneth J YR 1993 UL http://jpm.pm-research.com/content/19/3/27.abstract AB