Skip to main content
Feedback to SSRN
Feedback
(required)
Email
(required)
Submit
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.
Minzhi Zhu
The Vanguard Group, Inc.
Learn more about SSRN Profiles
SCHOLARLY PAPERS
1
DOWNLOADS
413
SSRN CITATIONS
0
CROSSREF CITATIONS
0
Feedback
Scholarly Papers (1)
Sort by:
Paper Title, A-Z
Paper Title, Z-A
Author Name, A-Z
Author Name, Z-A
Date Posted, Ascending
Date Posted, Descending
Downloads, Ascending
Downloads, Descending
Citations, Ascending
Citations, Descending
Actions:
Email selected abstracts
View:
Selected
Original List
All Versions
Hide All Versions
All Abstracts
Hide All Abstracts
(Rank)
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
Kevin Khang
,
Antonio Picca
,
Shaojun Zhang
and Minzhi Zhu
The Vanguard Group, Inc., Goldman Sachs Group, Inc., The Ohio State University and The Vanguard Group, Inc.
Downloads
413
(114,546)
View PDF
Download
Abstract:
Asset Allocation; Factor Investing; Portfolio Construction; Portfolio Optimization
Feedback