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A Method for the Tactical Use of a Factor-Based Index
Part NPRI Date 2017/07/05 Hits 626

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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