PT  - JOURNAL ARTICLE
AU  - Hodges, Philip
AU  - Hogan, Ked
AU  - Peterson, Justin R.
AU  - Ang, Andrew
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  - http://jpm.pm-research.com/content/44/1/30.short
4100  - http://jpm.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.