How inefficient is the 1/N strategy for a factor investor?
Kevin Khang, Antonio Picca, Shaojun Zhang and Minzhi Zhu
| Year of publication: |
2023
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|---|---|
| Authors: | Khang, Kevin ; Picca, Antonio ; Zhang, Shaojun ; Zhu, Minzhi |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 21.2023, 1, p. 103-119
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| Subject: | Asset allocation | factor investing | portfolio construction | portfolio optimization | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014372586