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Investment Factor Timing: Harvesting The Low-Risk Anomaly Using Artificial Neural Networks

https://doi.org/10.2139/ssrn.3579333
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Long Short-Term Memory
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Factor Timing Revisited: Alternative Risk Premia Allocation Based on Nowcasting and Valuation Signals
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A Census of the Factor Zoo
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Market Timing: Style and Size Rotation Using the VIX
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Style Management in Equity Country Allocation
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Style Timing with Insiders
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Factor Investing in the Corporate Bond Market
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The Volatility Effect
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A Risk-Oriented Model for Factor Timing Decisions
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INVITED EDITORIAL COMMENT
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Factor Timing with Cross-Sectional and Time-Series Predictors
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The Promises and Pitfalls of Factor Timing
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Adam: A Method for Stochastic Optimization
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Hidden in the Factors? The Effect of Credit Risk on the Cross-Section of Equity Returns
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.