Andrew Ang

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Medförfattare

Geert BekaertLeon Cooperman Professor of Finance and Economics, Columbia UniversityVerifierad e-postadress på columbia.edu
Yuhang XingRice UniversityVerifierad e-postadress på rice.edu
Joseph ChenUniversity of California, DavisVerifierad e-postadress på ucdavis.edu
Xiaoyan ZhangXinyuan Chair Professor of Finance, Tsinghua UniversityVerifierad e-postadress på pbcsf.tsinghua.edu.cn
Robert J. HodrickNomura Professor Emeritus of International Finance, Columbia Business School, Columbia UniversityVerifierad e-postadress på columbia.edu
Monika PiazzesiStanfordVerifierad e-postadress på stanford.edu
Min WeiFederal Reserve Board of GovernorsVerifierad e-postadress på frb.gov
William GoetzmannYale UniversityVerifierad e-postadress på yale.edu
Francis LongstaffUCLAVerifierad e-postadress på anderson.ucla.edu
Aleksander SobczykSVP, Two Sigma Investments LPVerifierad e-postadress på twosigma.com
Jennie BaiGeorgetown University & NBERVerifierad e-postadress på georgetown.edu
Stephen SchaeferLondon Business SchoolVerifierad e-postadress på london.edu
Byeong-Je AnFowler College of Business, San Diego State UniversityVerifierad e-postadress på sdsu.edu
Hao ZhouTsinghua PBC School of Finance & SUSTech Business SchoolVerifierad e-postadress på pbcsf.tsinghua.edu.cn
Allan TimmermannProfessor of Finance and Economics, UCSDVerifierad e-postadress på ucsd.edu
Dennis KristensenUniversity College LondonVerifierad e-postadress på ucl.ac.uk
Krista SchwarzFederal Reserve Board of GovernorsVerifierad e-postadress på frb.gov
Bingxu ChenBlackRock IncVerifierad e-postadress på blackrock.com
Rudy Loo-KungInter-American Development BankVerifierad e-postadress på iadb.org
Gregory B van InwegenCitibankVerifierad e-postadress på alum.mit.edu

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Andrew Ang

BlackRock

Verifierad e-postadress på blackrock.com

Finance Asset Pricing Investments


Titel Sortera efter citat Sortera efter år Sortera efter titel	Citeras av Citeras av	År
The cross‐section of volatility and expected returns A Ang, RJ Hodrick, Y Xing, X Zhang The Journal of Finance 61 (1), 259-299, 2006	8027*	2006
International asset allocation with regime shifts A Ang, G Bekaert Review of Financial studies 15 (4), 1137-1187, 2002	2307	2002
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables A Ang, M Piazzesi Journal of Monetary economics 50 (4), 745-787, 2003	2271	2003
Stock return predictability: Is it there? A Ang, G Bekaert Review of Financial Studies 20 (3), 651-707, 2007	2226	2007
High idiosyncratic volatility and low returns: International and further US evidence A Ang, RJ Hodrick, Y Xing, X Zhang Journal of Financial Economics 91 (1), 1-23, 2009	2133	2009
Asymmetric correlations of equity portfolios A Ang, J Chen Journal of Financial Economics 63 (3), 443-494, 2002	2089	2002
Downside risk A Ang, J Chen, Y Xing The review of financial studies 19 (4), 1191-1239, 2006	1640	2006
Regime switches in interest rates A Ang, G Bekaert Journal of Business & Economic Statistics 20 (2), 163-182, 2002	1253	2002
What does the yield curve tell us about GDP growth? A Ang, M Piazzesi, M Wei Journal of econometrics 131 (1-2), 359-403, 2006	1190	2006
Do macro variables, asset markets, or surveys forecast inflation better? A Ang, G Bekaert, M Wei Journal of Monetary Economics 54 (4), 1163-1212, 2007	1147	2007
The term structure of real rates and expected inflation A Ang, G Bekaert, M Wei The Journal of Finance 63 (2), 797-849, 2008	724	2008
Asset management: A systematic approach to factor investing A Ang Oxford University Press, 2014	685	2014
CAPM over the long run: 1926-2001 A Ang, J Chen Journal of Empirical Finance 14 (1), 1-40, 2007	685	2007
Systemic sovereign credit risk: Lessons from the us and europe A Ang, FA Longstaff National Bureau of Economic Research, 2011	610	2011
Portfolio choice with illiquid assets A Ang, D Papanikolaou, MM Westerfield Management Science 60 (11), 2737-2761, 2014	606*	2014
Regime changes and financial markets A Ang, A Timmermann National Bureau of Economic Research, 2011	530	2011
Hedge fund leverage A Ang, S Gorovyy, GB van Inwegen Journal of Financial Economics, 2011	487*	2011
Why stocks may disappoint A Ang, G Bekaert, J Liu Journal of Financial Economics 76 (3), 471-508, 2005	426	2005
The joint cross section of stocks and options A Ang, TG Bali, N Cakici SSRN eLibrary, 2010	415*	2010
No-arbitrage Taylor rules A Ang, S Dong, M Piazzesi National Bureau of Economic Research, 2007	392	2007

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