TY - JOUR T1 - Factor Timing with Cross-Sectional and Time-Series Predictors JF - The Journal of Portfolio Management SP - 30 LP - 43 DO - 10.3905/jpm.2017.44.1.030 VL - 44 IS - 1 AU - Philip Hodges AU - Ked Hogan AU - Justin R. Peterson AU - Andrew Ang Y1 - 2017/10/31 UR - https://pm-research.com/content/44/1/30.abstract N2 - 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 ER -