A Method for the Tactical Use of a Factor-Based Index | |||||
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Part | NPRI | Date | 2017/07/05 | Hits | 637 |
A Method for the Tactical Use of a Factor-Based Index - Centering around the Overseas Stock Market-
Sohn Kyoung Woo, Choi Young Min, Liu Wou Suk
I. Introduction II. Basis data analysis III. Tactics based on prediction on the business cycle - The U.S. Market IV. A risk management strategy V. A factor-based index asset distribution strategy Vi. Conclusion
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