Andrew Ang
Ann F. Kaplan Professor of Business; Chair, Finance and Economics Division
Academic Advisory Board Member
BEc (Hons) Macquarie, Australia, 1994; MS, Stanford, 1997; PhD, 1999
Year joined: 1999
E-mail: aa610@columbia.edu
Journal articles
"Hedge Fund Leverage"
Journal of Financial Economics
(2011)
More | Download PDF
"Monetary Policy Shifts and the Term Structure"
The Review of Economic Studies
(2011)
More | Download PDF
"Taxes on Tax-Exempt Bonds"
Journal of Finance
(2010)
More | Download PDF
"Build America Bonds"
The Journal of Fixed Income
(2010)
More | Download PDF
"Locked Up by a Lockup: Valuing Liquidity as a Real Option"
Financial Management
(2010)
More | Download PDF
"High idiosyncratic volatility and low returns: International and further U.S. evidence"
Journal of Financial Economics
(2009)
More | Download PDF
"Do Funds-of-Funds Deserve Their Fees-on-Fees?"
Journal of Investment Management
(2008)
More
"Do Macro Variables, Asset Markets, or Surveys Forecast Inflation Better?"
Journal of Monetary Economics
(2007)
More | Download PDF
"CAPM over the Long Run: 1926–2001"
Journal of Empirical Finance
(2007)
More | Download PDF
"Is IPO Underperformance a Peso Problem?"
Journal of Financial and Quantitative Analysis
(2007)
More | Download PDF
"Risk, Return, and Dividends"
Journal of Financial Economics
(2007)
More | Download PDF
"Stock Return Predictability: Is It There?"
Review of Financial Studies
(2007)
More
"The Cross Section of Volatility and Expected Returns"
Journal of Finance
(2006)
More | Download PDF
"Downside Risk"
Review of Financial Studies
(2006)
More
"What Does the Yield Curve Tell Us about GDP Growth?"
Journal of Econometrics
(2006)
More | Download PDF
"Why Stocks May Disappoint"
Journal of Financial Economics
(2005)
More | Download PDF
"Do Demographic Changes Affect Risk Premiums? Evidence from International Data"
The Journal of Business
(2005)
More | Download PDF
"How Do Regimes Affect Asset Allocation?"
Financial Analysts Journal
(2004)
More | Download PDF
"How to Discount Cash Flows with Time-Varying Expected Returns"
Journal of Finance
(2004)
More | Download PDF
"A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables"
Journal of Monetary Economics
(2003)
More | Download PDF
"Asymmetric Correlations of Equity Portfolios"
Journal of Financial Economics
(2002)
More | Download PDF
"International Asset Allocation with Regime Shifts"
Review of Financial Studies
(2002)
More | Download PDF
Working papers
"Asset Pricing in the Dark: The Cross Section of OTC Stocks"
Working Paper
(2013)
More | Download PDF
"Searching for a Common Factor in Public and Private Real Estate Returns"
(2012)
More | Download PDF
"Decomposing Equity Returns"
Working paper
(2010)
More | Download PDF
"Testing Conditional Factor Models"
Working Paper
(2010)
More | Download PDF
"The Joint Cross Section of Stocks and Options"
Working Paper
(2010)
More | Download PDF
"When Hedge Funds Block the Exits"
Working Paper
(2010)
More | Download PDF
"Yield Curve Predictors of Foreign Exchange Returns"
Working Paper
(2010)
More | Download PDF
"Norwegian Government Pension Fund–Global"
Reports on Active Management of the Norwegian Government Pension Fund Global
(2009)
More | Download PDF
"Using Stocks or Portfolios in Tests of Factor Models"
Working Paper
(2008)
More | Download PDF
"No-Arbitrage Taylor Rules"
Working Paper No. 13448
(2007)
More | Download PDF
"The Term Structure of Real Rates and Expected Inflation"
Working paper
(2006)
More | Download PDF
Case studies
"Liquidating Harvard"
(2011)
More
"Norway Pension Fund — Global: A Nation Reconsiders How to Manage Its Nest Egg"
(2010)
More
"The Norwegian Government Pension Fund: The Divestiture of Wal-Mart Stores Inc."
(2008)
More | Download PDF
"The Quant Meltdown: August 2007"
(2008)
More | Download PDF