RT Journal Article SR Electronic T1 What Hath MPT Wrought JF The Journal of Portfolio Management FD Institutional Investor Journals SP 5 OP 11 DO 10.3905/jpm.1983.5 VO 10 IS 1 A1 Robert D. Arnott YR 1983 UL https://pm-research.com/content/10/1/5.abstract AB