Minzhi Zhu

The Vanguard Group, Inc.

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Scholarly Papers (1)

1.

How Inefficient is the 1/N Strategy for a Factor Investor?

Forthcoming, Journal of Investment Management
Number of pages: 26 Posted: 09 Jan 2023
The Vanguard Group, Inc., Goldman Sachs Group, Inc., The Ohio State University and The Vanguard Group, Inc.
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Abstract:

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Asset Allocation; Factor Investing; Portfolio Construction; Portfolio Optimization