PT - JOURNAL ARTICLE AU - Thomas E Messmore TI - Variance Drain AID - 10.3905/jpm.1995.409536 DP - 1995 Jul 31 TA - The Journal of Portfolio Management PG - 104--110 VI - 21 IP - 4 4099 - https://pm-research.com/content/21/4/104.short 4100 - https://pm-research.com/content/21/4/104.full