PT - JOURNAL ARTICLE AU - Philip Hodges AU - Ked Hogan AU - Justin R. Peterson AU - Andrew Ang TI - Factor Timing with Cross-Sectional and Time-Series Predictors AID - 10.3905/jpm.2017.44.1.030 DP - 2017 Oct 31 TA - The Journal of Portfolio Management PG - 30--43 VI - 44 IP - 1 4099 - https://pm-research.com/content/44/1/30.short 4100 - https://pm-research.com/content/44/1/30.full AB - 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