RT Journal Article SR Electronic T1 Factor Timing with Cross-Sectional and Time-Series Predictors JF The Journal of Portfolio Management FD Institutional Investor Journals SP 30 OP 43 DO 10.3905/jpm.2017.44.1.030 VO 44 IS 1 A1 Philip Hodges A1 Ked Hogan A1 Justin R. Peterson A1 Andrew Ang YR 2017 UL https://pm-research.com/content/44/1/30.abstract 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