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 Kent Daniel A1 Sheridan Titman YR 1998 UL https://pm-research.com/content/24/4/24.abstract AB