Characteristics or covariances? Building superior portfolios using characteristics

Journal of Portfolio Management

Volumn 24, Issue 4, 1998, Pages 24-33

  Daniel, Kent ^a   Titman, Sheridan ^b  

^a NORTHWESTERN UNIVERSITY   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0032089333     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1998.24     Document Type: Article

References (17)

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