Kevin Khang

The Vanguard Group, Inc.

100 Vanguard Blvd

Malvern, PA 19355

United States

SCHOLARLY PAPERS

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Scholarly Papers (2)

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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.
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Asset Allocation; Factor Investing; Portfolio Construction; Portfolio Optimization

2.

Waiting for the Next Factor Wave: Daily Rebalancing around Market Cycle Transitions

The Journal of Portfolio Management Quantitative Special Issue 2021, 47 (2) 127-144; DOI: https://doi.org/10.3905/jpm.2020.47.2.127
Posted: 08 Feb 2023
Antonio Picca and Kevin Khang
Goldman Sachs Group, Inc. and The Vanguard Group, Inc.

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Analysis of individual factors/risk premia, factor-based models, factors, risk premia