The Journal of Investment Management • customerservice@joim.com • (925) 299-7800 • 3658 Mt. Diablo Blvd., Suite 200,
Lafayette, CA 94549 • Bridging the theory & practice of investment management
How Inefficient is the 1/N Strategy for a Factor Investor?
Kevin Khang, Antonio Picca, Shaojun Zhang and Minzhi Zhu
