@article {Hua1, author = {Ronald Hua and Dmitri Kantsyrev and Edward Qian}, editor = {Case, Ingrid}, title = {Practical Applications of Factor-Timing Model}, volume = {1}, number = {2}, pages = {1--4}, year = {2013}, doi = {10.3905/pa.2013.1.2.003}, publisher = {Institutional Investor Journals Umbrella}, abstract = {Factor-Timing Model Ronald Hua Dmitri Kantsyrev Edward Qian 1 1 1 4 Some traditional static quantitative equity strategies have struggled during times of extreme macroeconomic conditions. But there is good news. Investors may be able to transform market volatility into a source of excess return by adopting a dynamic factor-timing strategy, according to Ronald Hua, Dmitri Kantsyrev and Edward Qian, who co-authored Factor-Timing Model , which was published in the Fall 2012 issue of The Journal of Portfolio Management .This Practical Applications report details a new framework for building a dynamic factor-timing model by balancing certain trade-offs and extending static models revealed in the article. {\textquotedblleft}We believe that research in the area of dynamic model weighting is still in its infancy, and that our results can be extended in multiple directions,{\textquotedblright} Kantsyrev explains in the report.Kantsyrev is Director of Equity and Qian is Chief Investment Officer at PanAgora Asset Management in Boston, and Hua is Chief Investment Officer at Goldman Sachs Asset Management in New York.}, issn = {2329-0196}, URL = {https://pa.pm-research.com/content/1/2/1.3}, eprint = {https://pa.pm-research.com/content/1/2/1.3.full.pdf}, journal = {Practical Applications} }