Ok this is a pretty simple point, but one I find makes a BIG difference. You have to make sure Khazar does not have any armour upgrade buildings or every single horde unit arrives with that upgrade. If you own it no problem - assuming you either have built a fortress! If, for example, the Byzantines hold it and you know you will be attacked by the horde (you are poles or huns maybe) then it can be worth taking the province and sacking the armourer and any other troop producing buildings, then withdrawing.

With reference to the making the game harder thread, has anyone ever built full armour upgrade building and faced a gold armoured horde?? How about leaving them a master horse breeder too? Now that would be fun.....