Andrew Ang
Names
Identifer
Contact
Affiliations
-
National Bureau of Economic Research (NBER) (weight: 50%)
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Columbia University
/ Graduate School of Business
/ Finance and Economics Department (weight: 50%)
Research profile
author of:
- Testing Conditional Factor Models (RePEc:aah:create:2009-09)
by Dennis Kristensen & Andrew Ang - Regime Changes and Financial Markets (RePEc:anr:refeco:v:4:y:2012:p:313-337)
by Andrew Ang & Allan Timmermann - Tax-Aware Portfolio Construction via Convex Optimization (RePEc:arx:papers:2008.04985)
by Nicholas Moehle & Mykel J. Kochenderfer & Stephen Boyd & Andrew Ang - Portfolio Performance Attribution via Shapley Value (RePEc:arx:papers:2102.05799)
by Nicholas Moehle & Stephen Boyd & Andrew Ang - Regime Switches in Interest Rates (RePEc:bes:jnlbes:v:20:y:2002:i:2:p:163-82)
by Ang, Andrew & Bekaert, Geert - Investment beliefs of endowments (RePEc:bla:eufman:v:24:y:2018:i:1:p:3-33)
by Andrew Ang & Andrés Ayala & William N. Goetzmann - Locked Up by a Lockup: Valuing Liquidity as a Real Option (RePEc:bla:finmgt:v:39:y:2010:i:3:p:1069-1096)
by Andrew Ang & Nicolas P.B. Bollen - The Cross‐Section of Volatility and Expected Returns (RePEc:bla:jfinan:v:61:y:2006:i:1:p:259-299)
by Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang - The Term Structure of Real Rates and Expected Inflation (RePEc:bla:jfinan:v:63:y:2008:i:2:p:797-849)
by Andrew Ang & Geert Bekaert & Min Wei - Taxes on Tax‐Exempt Bonds (RePEc:bla:jfinan:v:65:y:2010:i:2:p:565-601)
by Andrew Ang & Vineer Bhansali & Yuhang Xing - The Joint Cross Section of Stocks and Options (RePEc:bla:jfinan:v:69:y:2014:i:5:p:2279-2337)
by Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici - Advance Refundings of Municipal Bonds (RePEc:bla:jfinan:v:72:y:2017:i:4:p:1645-1682)
by Andrew Ang & Richard C. Green & Francis A. Longstaff & Yuhang Xing - Estimating Private Equity Returns from Limited Partner Cash Flows (RePEc:bla:jfinan:v:73:y:2018:i:4:p:1751-1783)
by Andrew Ang & Bingxu Chen & William N. Goetzmann & Ludovic Phalippou - Risk, Return and Dividends (RePEc:cdl:anderf:qt1s25177n)
by Ang, Andrew & Liu, Jun - The Term Structure of Real Rates and Expected Inflation (RePEc:cpr:ceprdp:4518)
by Bekaert, Geert & Ang, Andrew - Regime Changes and Financial Markets (RePEc:cpr:ceprdp:8480)
by Timmermann, Allan & Ang, Andrew - Is Ipo Underperformance a Peso Problem? (RePEc:cup:jfinqa:v:42:y:2007:i:03:p:565-594_00)
by Ang, Andrew & Gu, Li & Hochberg, Yael V. - Using Stocks or Portfolios in Tests of Factor Models (RePEc:cup:jfinqa:v:55:y:2020:i:3:p:709-750_1)
by Ang, Andrew & Liu, Jun & Schwarz, Krista - Do demographic changes affect risk premiums? Evidence from international data (RePEc:ecb:ecbwps:2003208)
by Ang, Andrew & Maddaloni, Angela - Short rate nonlinearities and regime switches (RePEc:eee:dyncon:v:26:y:2002:i:7-8:p:1243-1274)
by Ang, Andrew & Bekaert, Geert - What does the yield curve tell us about GDP growth? (RePEc:eee:econom:v:131:y:2006:i:1-2:p:359-403)
by Ang, Andrew & Piazzesi, Monika & Wei, Min - CAPM over the long run: 1926-2001 (RePEc:eee:empfin:v:14:y:2007:i:1:p:1-40)
by Ang, Andrew & Chen, Joseph - Hedge fund leverage (RePEc:eee:jfinec:v:102:y:2011:i:1:p:102-126)
by Ang, Andrew & Gorovyy, Sergiy & van Inwegen, Gregory B. - Testing conditional factor models (RePEc:eee:jfinec:v:106:y:2012:i:1:p:132-156)
by Ang, Andrew & Kristensen, Dennis - Asymmetric correlations of equity portfolios (RePEc:eee:jfinec:v:63:y:2002:i:3:p:443-494)
by Ang, Andrew & Chen, Joseph - Why stocks may disappoint (RePEc:eee:jfinec:v:76:y:2005:i:3:p:471-508)
by Ang, Andrew & Bekaert, Geert & Liu, Jun - Risk, return, and dividends (RePEc:eee:jfinec:v:85:y:2007:i:1:p:1-38)
by Ang, Andrew & Liu, Jun - High idiosyncratic volatility and low returns: International and further U.S. evidence (RePEc:eee:jfinec:v:91:y:2009:i:1:p:1-23)
by Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan - A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (RePEc:eee:moneco:v:50:y:2003:i:4:p:745-787)
by Ang, Andrew & Piazzesi, Monika - Do macro variables, asset markets, or surveys forecast inflation better? (RePEc:eee:moneco:v:54:y:2007:i:4:p:1163-1212)
by Ang, Andrew & Bekaert, Geert & Wei, Min - Systemic sovereign credit risk: Lessons from the U.S. and Europe (RePEc:eee:moneco:v:60:y:2013:i:5:p:493-510)
by Ang, Andrew & Longstaff, Francis A. - What does the yield curve tell us about GDP growth? (RePEc:fip:fedfpr:y:2003:i:mar:x:4)
by Andrew Ang & Monika Piazzesi & Min Wei - The term structure of real rates and expected inflation (RePEc:fip:fedfpr:y:2004:i:mar:x:3)
by Andrew Ang & Geert Bekaert - No-arbitrage Taylor rules (RePEc:fip:fedfpr:y:2005:x:14)
by Andrew Ang & Sen Dong & Monika Piazzesi - Do macro variables, asset markets, or surveys forecast inflation better? (RePEc:fip:fedgfe:2006-15)
by Andrew Ang & Geert Bekaert & Min Wei - Downside risk (RePEc:fip:fedgpr:y:2005:x:31)
by Andrew Ang & Joseph Chen & Yuhang Xing - Inflation and Individual Equities (RePEc:hal:journl:hal-01494500)
by Andrew Ang & Marie Brière & Ombretta Signori - Portfolio Choice with Illiquid Assets (RePEc:inm:ormnsc:v:60:y:2014:i:11:p:2737-2761)
by Andrew Ang & Dimitris Papanikolaou & Mark M. Westerfield - How to Discount Cashflows with Time-Varying Expected Returns (RePEc:nbr:nberwo:10042)
by Andrew Ang & Jun Liu - How do Regimes Affect Asset Allocation? (RePEc:nbr:nberwo:10080)
by Andrew Ang & Geert Bekaert - What Does the Yield Curve Tell us about GDP Growth? (RePEc:nbr:nberwo:10672)
by Andrew Ang & Monika Piazzesi & Min Wei - The Cross-Section of Volatility and Expected Returns (RePEc:nbr:nberwo:10852)
by Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang - Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? (RePEc:nbr:nberwo:11538)
by Andrew Ang & Geert Bekaert & Min Wei - Downside Risk (RePEc:nbr:nberwo:11824)
by Andrew Ang & Joseph Chen & Yuhang Xing - CAPM Over the Long Run: 1926-2001 (RePEc:nbr:nberwo:11903)
by Andrew Ang & Joseph Chen - Is IPO Underperformance a Peso Problem? (RePEc:nbr:nberwo:12203)
by Andrew Ang & Li Gu & Yael V. Hochberg - Risk, Return and Dividends (RePEc:nbr:nberwo:12843)
by Andrew Ang & Jun Liu - The Term Structure of Real Rates and Expected Inflation (RePEc:nbr:nberwo:12930)
by Andrew Ang & Geert Bekaert & Min Wei - No-Arbitrage Taylor Rules (RePEc:nbr:nberwo:13448)
by Andrew Ang & Sen Dong & Monika Piazzesi - High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence (RePEc:nbr:nberwo:13739)
by Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang - Do Funds-of-Funds Deserve Their Fees-on-Fees? (RePEc:nbr:nberwo:13944)
by Andrew Ang & Matthew Rhodes-Kropf & Rui Zhao - Taxes on Tax-Exempt Bonds (RePEc:nbr:nberwo:14496)
by Andrew Ang & Vineer Bhansali & Yuhang Xing - Monetary Policy Shifts and the Term Structure (RePEc:nbr:nberwo:15270)
by Andrew Ang & Jean Boivin & Sen Dong & Rudy Loo-Kung - Locked Up by a Lockup: Valuing Liquidity as a Real Option (RePEc:nbr:nberwo:15937)
by Andrew Ang & Nicolas P.B. Bollen - Build America Bonds (RePEc:nbr:nberwo:16008)
by Andrew Ang & Vineer Bhansali & Yuhang Xing - Hedge Fund Leverage (RePEc:nbr:nberwo:16801)
by Andrew Ang & Sergiy Gorovyy & Gregory B. van Inwegen - Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe (RePEc:nbr:nberwo:16982)
by Andrew Ang & Francis A. Longstaff - Regime Changes and Financial Markets (RePEc:nbr:nberwo:17182)
by Andrew Ang & Allan Timmermann - Testing Conditional Factor Models (RePEc:nbr:nberwo:17561)
by Andrew Ang & Dennis Kristensen - Inflation and Individual Equities (RePEc:nbr:nberwo:17798)
by Andrew Ang & Marie Brière & Ombretta Signori - Liability Investment with Downside Risk (RePEc:nbr:nberwo:19030)
by Andrew Ang & Bingxu Chen & Suresh Sundaresan - Search for a Common Factor in Public and Private Real Estate Returns (RePEc:nbr:nberwo:19194)
by Andrew Ang & Neil Nabar & Sam Wald - Asset Pricing in the Dark: The Cross Section of OTC Stocks (RePEc:nbr:nberwo:19309)
by Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock - Portfolio Choice with Illiquid Assets (RePEc:nbr:nberwo:19436)
by Andrew Ang & Dimitris Papanikolaou & Mark Westerfield - Advance Refundings of Municipal Bonds (RePEc:nbr:nberwo:19459)
by Andrew Ang & Richard C. Green & Yuhang Xing - The Joint Cross Section of Stocks and Options (RePEc:nbr:nberwo:19590)
by Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici - Regime Switches in Interest Rates (RePEc:nbr:nberwo:6508)
by Andrew Ang & Geert Bekaert - International Asset Allocation with Time-Varying Correlations (RePEc:nbr:nberwo:7056)
by Andrew Ang & Geert Bekaert - Why Stocks May Disappoint (RePEc:nbr:nberwo:7783)
by Andrew Ang & Geert Bekaert & Jun Liu - Stock Return Predictability: Is it There? (RePEc:nbr:nberwo:8207)
by Andrew Ang & Geert Bekaert - A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (RePEc:nbr:nberwo:8363)
by Andrew Ang & Monika Piazzesi - Downside Risk and the Momentum Effect (RePEc:nbr:nberwo:8643)
by Andrew Ang & Joseph Chen & Yuhang Xing - Do Demographic Changes Affect Risk Premiums? Evidence from International Data (RePEc:nbr:nberwo:9677)
by Andrew Ang & Angela Maddaloni - The Efficient Market Theory and Evidence: Implications for Active Investment Management (RePEc:now:fntfin:0500000034)
by Ang, Andrew & Goetzmann, William N. & Schaefer, Stephen M. - Monetary Policy Shifts and the Term Structure (RePEc:oup:restud:v:78:y:2011:i:2:p:429-457)
by Andrew Ang & Jean Boivin & Sen Dong & Rudy Loo-Kung - International Asset Allocation With Regime Shifts (RePEc:oup:rfinst:v:15:y:2002:i:4:p:1137-1187)
by Andrew Ang & Geert Bekaert - Downside Risk (RePEc:oup:rfinst:v:19:y:2006:i:4:p:1191-1239)
by Andrew Ang & Joseph Chen & Yuhang Xing - Stock Return Predictability: Is it There? (RePEc:oup:rfinst:v:20:y:2007:i:3:p:651-707.)
by Andrew Ang & Geert Bekaert - Asset Pricing in the Dark: The Cross-Section of OTC Stocks (RePEc:oup:rfinst:v:26:y:2013:i:12:p:2985-3028)
by Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock - Asset Management: A Systematic Approach to Factor Investing (RePEc:oxp:obooks:9780199959327)
by Ang, Andrew - Factor risk premiums and invested capital: calculations with stochastic discount factors (RePEc:pal:assmgt:v:19:y:2018:i:3:d:10.1057_s41260-017-0069-0)
by Andrew Ang & Ked Hogan & Sara Shores - No-Arbitrage Taylor Rules (RePEc:red:sed005:22)
by Andrew Ang & Sen Dong - Interest Rate Risk Management (RePEc:taf:uaajxx:v:1:y:1997:i:2:p:1-26)
by Andrew Ang & Michael Sherris - Do Demographic Changes Affect Risk Premiums? Evidence from International Data (RePEc:ucp:jnlbus:v:78:y:2005:i:1:p:341-380)
by Andrew Ang & Angela Maddaloni - Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches (RePEc:wsi:qjfxxx:v:02:y:2012:i:03:n:s2010139212500115)
by Andrew Ang & Morten Sorensen