RT Journal Article SR Electronic T1 Characteristics or Covariances? JF The Journal of Portfolio Management FD Institutional Investor Journals SP 24 OP 33 DO 10.3905/jpm.1998.24 VO 24 IS 4 A1 Daniel, Kent A1 Titman, Sheridan YR 1998 UL http://jpm.pm-research.com/content/24/4/24.abstract AB