%0 Journal Article %A Kent Daniel %A Sheridan Titman %T Characteristics or Covariances? %D 1998 %R 10.3905/jpm.1998.24 %J The Journal of Portfolio Management %P 24-33 %V 24 %N 4 %U https://jpm.pm-research.com/content/iijpormgmt/24/4/24.full.pdf