Kevin Khang

The Vanguard Group, Inc.

100 Vanguard Blvd

Malvern, PA 19355

United States

SCHOLARLY PAPERS

5

DOWNLOADS

1,213

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (5)

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.
Downloads 608 (84,072)
Citation 1

Abstract:

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Asset Allocation; Factor Investing; Portfolio Construction; Portfolio Optimization

2.

Megatrends and the U.S. economy, 1890-2040

Number of pages: 61 Posted: 29 Jan 2024 Last Revised: 10 Jun 2024
The Vanguard Group, Vanguard, Investment Strategy Group and The Vanguard Group, Inc.
Downloads 486 (111,020)

Abstract:

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Artificial intelligence, structural fiscal deficits, demographics, Bayesian VAR, stochastic volatility, structural identification

3.

Maximum Cumulative Underperformance: A New Metric for Active Performance Management

Number of pages: 32 Posted: 18 Jan 2024
Kevin Khang and Marvin Ertl
The Vanguard Group, Inc. and The Vanguard Group, Inc.
Downloads 66 (640,064)

Abstract:

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Underperformance, Tracking Error, Drawdown, Manager Selection, Active Allocation

4.

The Vanguard Retirement Outlook: A National Perspective on Retirement Readiness

Number of pages: 31 Posted: 18 Apr 2024
, The Vanguard Group, Inc., Vanguard, The Vanguard Group, Inc., Vanguard and Vanguard
Downloads 53 (700,432)

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Retirement, savings, social security

5.

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.

Abstract:

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