• Factor timing over time

    Factor timing over time

    May 6, 2024 | By Andrew Ang, PhD
    Sharing insights from our nearly decade-long experience of timing factors, we make the case that factors are cyclical and can be sensibly timed.
  • A Systematic Framework to Factor Tilting | BlackRock

    A Systematic Framework to Factor Tilting | BlackRock

    Jan 4, 2024 | By Andrew Ang, PhD
    Factors are cyclical. Individual factors may experience periods of underperformance. A time-varying approach to factors may supersede factor investing alone.
  • When Momentum Loses Momentum

    When Momentum Loses Momentum

    Sep 29, 2023 | By Andrew Ang, PhD
    Investors that are willing to endure periods of cyclical underperformance for the momentum factor may be able to effectively capture the long-term premium with momentum ETFs.