@article {Hodges30, author = {Philip Hodges and Ked Hogan and Justin R. Peterson and Andrew Ang}, title = {Factor Timing with Cross-Sectional and Time-Series Predictors}, volume = {44}, number = {1}, pages = {30--43}, year = {2017}, doi = {10.3905/jpm.2017.44.1.030}, publisher = {Institutional Investor Journals Umbrella}, abstract = {What smart beta strategy should investors use and when? The authors search for predictors of value, size, momentum, quality, and minimum-volatility smart beta factors under different economic regimes and market conditions. They find that combining information from several predictors such as business cycle indicators, valuation, relative strength, and dispersion metrics is more effective than using individual predictors.TOPIC: Analysis of individual factors/risk premia}, issn = {0095-4918}, URL = {https://jpm.pm-research.com/content/44/1/30}, eprint = {https://jpm.pm-research.com/content/44/1/30.full.pdf}, journal = {The Journal of Portfolio Management} }