TY  - JOUR
TI  - Characteristics are covariances: A unified model of risk and return
AU  - Bryan T. Kelly
AU  - Seth Pruitt
AU  - Yinan Su
JO  - Journal of Financial Economics
PY  - 2019
VL  - 134
IS  - 3
DO  - 10.1016/j.jfineco.2019.05.001
UR  - https://doi.org/10.1016/j.jfineco.2019.05.001
ER  -