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List of works by Andrew Ang

A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

scientific article published in July 2001

Advance Refundings of Municipal Bonds

scientific article published in September 2013

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

scientific article published in August 2013

Build America Bonds

scientific article published in May 2010

CAPM Over the Long Run: 1926-2001

Do Demographic Changes Affect Risk Premiums? Evidence from International Data

scientific article published in May 2003

Do Funds-of-Funds Deserve Their Fees-on-Fees?

scientific article published in April 2008

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

scientific article published in August 2005

Downside Risk

scientific article published in December 2005

Downside Risk and the Momentum Effect

Hedge Fund Leverage

scientific article published in February 2011

High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence

scientific article published in January 2008

How do Regimes Affect Asset Allocation?

How to Discount Cashflows with Time-Varying Expected Returns

Inflation and Individual Equities

scientific article published in February 2012

International Asset Allocation with Time-Varying Correlations

scientific article published in March 1999

Is IPO Underperformance a Peso Problem?

scientific article published in May 2006

Liability Investment with Downside Risk

scientific article published in May 2013

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

scientific article published in April 2010

Monetary Policy Shifts and the Term Structure

No-Arbitrage Taylor Rules

scientific article published in September 2007

Portfolio Choice with Illiquid Assets

scientific article published in September 2013

Regime Changes and Financial Markets

scientific article published in June 2011

Regime Switches in Interest Rates

scientific article published in April 1998

Risk, Return and Dividends

scientific article published in January 2007

Search for a Common Factor in Public and Private Real Estate Returns

scientific article published in July 2013

Stock Return Predictability: Is it There?

Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe

Taxes on Tax-Exempt Bonds

scientific article published in November 2008

Testing Conditional Factor Models

scientific article published in November 2011

The Cross-Section of Volatility and Expected Returns

scientific article published in October 2004

The Joint Cross Section of Stocks and Options

scientific article published in October 2013

The Term Structure of Real Rates and Expected Inflation

scientific article published in February 2007

What Does the Yield Curve Tell us about GDP Growth?

scientific article published in August 2004

Why Stocks May Disappoint