Andrew Ang

International Asset Allocation with Time-Varying Correlations

Year: 1999
Journal: Review of Financial Studies
Authors: Andrew Ang; Geert Bekaert

Downside Risk and the Momentum Effect

Year: 2001
Journal: Review of Financial Studies
Authors: Andrew Ang; Joseph Chen; Yuhang Xing

How Do Regimes Affect Asset Allocation

Year: 2003
Journal: No Journal Matched
Authors: Andrew Ang; Geert Bekaert

How to Discount Cashflows with Time-Varying Expected Returns

Year: 2003
Journal: Journal of Finance
Authors: Andrew Ang; Jun Liu

Do Demographic Changes Affect Risk Premiums? Evidence from International Data

Year: 2003
Journal: No Journal Matched
Authors: Andrew Ang; Angela Maddaloni

What Does the Yield Curve Tell Us About GDP Growth

Year: 2004
Journal: Journal of Econometrics
Authors: Andrew Ang; Monika Piazzesi; Min Wei

The Term Structure of Real Rates and Expected Inflation

Year: 2004
Journal: Journal of Finance
Authors: Andrew Ang; Geert Bekaert

The Cross-Section of Volatility and Expected Returns

Year: 2004
Journal: Journal of Finance
Authors: Andrew Ang; Robert J. Hodrick; Yuhang Xing; Xiaoyan Zhang

Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?

Year: 2005
Journal: Journal of Monetary Economics
Authors: Andrew Ang; Geert Bekaert; Min Wei

CAPM Over the Long Run: 1926–2001

Year: 2005
Journal: Journal of Empirical Finance
Authors: Andrew Ang; Joseph Chen

Downside Risk

Year: 2005
Journal: Review of Financial Studies
Authors: Andrew Ang; Joseph Chen; Yuhang Xing

Is IPO Underperformance a Peso Problem?

Year: 2006
Journal: Journal of Financial and Quantitative Analysis
Authors: Andrew Ang; Li Gu; Yael V. Hochberg

Risk Return and Dividends

Year: 2007
Journal: Journal of Financial Economics
Authors: Andrew Ang; Jun Liu

No-Arbitrage Taylor Rules

Year: 2007
Journal: No Journal Matched
Authors: Andrew Ang; Sen Dong; Monika Piazzesi

The Term Structure of Real Rates and Expected Inflation

Year: 2007
Journal: Journal of Finance
Authors: Andrew Ang; Geert Bekaert; Min Wei

Taxes on Tax-Exempt Bonds

Year: 2008
Journal: Journal of Finance
Authors: Andrew Ang; Vineer Bhansali; Yuhang Xing

Do Funds of Funds Deserve Their Fees?

Year: 2008
Journal: No Journal Matched
Authors: Andrew Ang; Matthew Rhodes-Kropf; Rui Zhao

High Idiosyncratic Volatility and Low Returns: International and Further US Evidence

Year: 2008
Journal: Journal of Financial Economics
Authors: Andrew Ang; Robert J. Hodrick; Yuhang Xing; Xiaoyan Zhang

Monetary Policy Shifts and the Term Structure

Year: 2009
Journal: Review of Economic Studies
Authors: Andrew Ang; Jean Boivin; Sen Dong; Rudy Lookung

Locked Up by a Lockup: Valuing Liquidity as a Real Option

Year: 2010
Journal: Financial Management
Authors: Andrew Ang; Nicolas PB Bollen

Build America Bonds

Year: 2010
Journal: Journal of Fixed Income
Authors: Andrew Ang; Vineer Bhansali; Yuhang Xing

Hedge Fund Leverage

Year: 2011
Journal: Journal of Financial Economics
Authors: Andrew Ang; Sergiy Gorovyy; Gregory B. Van Inwegen

Systemic Sovereign Credit Risk: Lessons from the US and Europe

Year: 2011
Journal: Journal of Monetary Economics
Authors: Andrew Ang; Francis A. Longstaff

Testing Conditional Factor Models

Year: 2011
Journal: Journal of Financial Economics
Authors: Andrew Ang; Dennis Kristensen

Regime Changes and Financial Markets

Year: 2011
Journal: Annual Review of Financial Economics
Authors: Andrew Ang; Allan G. Timmermann

Regime Changes and Financial Markets

Year: 2011
Journal: Annual Review of Financial Economics
Authors: Andrew Ang; Allan Timmermann

Inflation and Individual Equities

Year: 2012
Journal: Financial Analysts Journal
Authors: Andrew Ang; Marie Brire; Ombretta Signori

Portfolio Choice with Illiquid Assets

Year: 2013
Journal: Management Science
Authors: Andrew Ang; Dimitris Papanikolaou; Mark Westerfield

Advance Refundings of Municipal Bonds

Year: 2013
Journal: Journal of Finance
Authors: Andrew Ang; Richard C. Green; Yuhang Xing

The Joint Cross Section of Stocks and Options

Year: 2013
Journal: Journal of Finance
Authors: Byeongje An; Andrew Ang; Turan G. Bali; Nusret Cakici

Asset Pricing in the Dark: The Cross Section of OTC Stocks

Year: 2013
Journal: Review of Financial Studies
Authors: Andrew Ang; Assaf A. Shtauber; Paul C. Tetlock