TY - JOUR T1 - Characteristics or Covariances? JF - The Journal of Portfolio Management SP - 24 LP - 33 DO - 10.3905/jpm.1998.24 VL - 24 IS - 4 AU - Kent Daniel AU - Sheridan Titman Y1 - 1998/07/31 UR - https://pm-research.com/content/24/4/24.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -