Detail

Professor Ang specializes in empirical asset pricing and applications of econometrics to financial problems. He has developed macro-models of fixed income, valuation models with time-varying expected returns, models of downside risk and other non-linearities in asset returns, and models of dynamic asset allocation. He is a Research Associate of the National Bureau of Research and is the recipient of several grants, including grants from the National Science foundation and grants from major industry organizations such as the Q-Group, INQUIRE-UK, and INQUIRE-Europe. He is Associate Editor at half a dozen journals including the Journal of Finance and Journal of Financial and Quantitative Analysis. Professor Ang teaches courses on investment management and empirical asset pricing.

• Fall 2009
  Quantitative Investments (Master Class)
  
• Fall 2008
  Quantitative Investments (Master Class)
  
• Spring 2008
  (PhD) Empirical Asset Pricing II
  
• Spring 2007
  (PhD) Empirical Asset Pri
  
(PhD) Empirical Asset Pricing II

• Spring 2006
  (PHD) EMPRCL ASSET PR II
  

High idiosyncratic volatility and low returns: International and further U.S. evidence In Journal of Financial Economics (2009) Coauthor(s): Andrew Ang, Robert Hodrick, Yuhang Xing, Xiaoyan Zhang

Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better? In Journal of Monetary Economics (2007) Coauthor(s): Geert Bekaert, Andrew Ang, Min Wei

Stock Return Predictability: Is It There? In Review of Financial Studies (2007) Coauthor(s): Geert Bekaert, Andrew Ang

The Cross Section of Volatility and Expected Returns In Journal of Finance (2006) Coauthor(s): Andrew Ang, Robert Hodrick, Yuhang Xing, Xiaoyan Zhang

Why Stocks May Disappoint In Journal of Financial Economics (2005) Coauthor(s): Geert Bekaert, Andrew Ang, Edward Prescott

How do Regimes Affect Asset Allocation? In Financial Analysts Journal (2004) Coauthor(s): Geert Bekaert, Andrew Ang

How to Discount Cash Flows with Time-Varying Expected Returns In Journal of Finance (2004) Coauthor(s): Andrew Ang, Jun Liu

A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables In Journal of Monetary Economics (2003) Coauthor(s): Andrew Ang, Monika Piazzesi

Asymmetric Correlations of Equity Portfolios In Journal of Financial Economics (2002) Coauthor(s): Andrew Ang, Joe Chen

International Asset Allocation with Regime Shifts In Review of Financial Studies (2002) Coauthor(s): Geert Bekaert, Andrew Ang

International Asset Allocation with Regime Shifts In Review of Financial Studies (2002) Coauthor(s): Andrew Ang, Geert Bekaert

The Term Structure of Real Rates and Expected Inflation In Working paper (2006) Coauthor(s): Geert Bekaert, Andrew Ang

Do Fund-of-Funds Deserve Their Extra Fees? In (2004) Coauthor(s): Andrew Ang, Rui Zhao