How inefficient is the 1/N strategy for a factor investor?
Year of publication: |
2023
|
---|---|
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
|
Subject: | Asset allocation | factor investing | portfolio construction | portfolio optimization | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Effizienz | Efficiency |
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