RT Journal Article SR Electronic T1 For better performance JF The Journal of Portfolio Management FD Institutional Investor Journals SP 29 OP 34 DO 10.3905/jpm.1988.409181 VO 15 IS 1 A1 Peter A. Frost A1 James E. Savarino YR 1988 UL https://pm-research.com/content/15/1/29.abstract AB