Access Statistics for Andrew Ang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables 0 0 1 752 3 15 33 2,223
Advance Refundings of Municipal Bonds 0 0 0 34 1 7 11 170
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 1 8 12 127
Build America Bonds 0 0 0 33 2 6 10 164
CAPM Over the Long Run: 1926-2001 0 0 0 259 2 5 10 768
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 202 1 6 13 818
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 0 0 87 4 12 19 314
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 1 9 16 892
Do demographic changes affect risk premiums? Evidence from international data 0 0 1 107 0 8 14 488
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 5 221 2 6 17 762
Downside Risk 1 1 6 361 19 31 51 1,044
Downside Risk and the Momentum Effect 0 0 0 398 1 8 21 1,713
Hedge Fund Leverage 0 0 2 167 3 9 18 599
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 1 1 252 11 29 45 696
How do Regimes Affect Asset Allocation? 0 0 5 380 3 18 29 991
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 0 11 13 920
Inflation and Individual Equities 0 0 0 55 1 9 20 248
Inflation and Individual Equities 0 0 0 8 0 4 10 54
International Asset Allocation with Time-Varying Correlations 0 0 2 924 2 11 21 2,706
Is IPO Underperformance a Peso Problem? 0 0 0 62 1 25 30 493
Liability Investment with Downside Risk 0 0 0 7 1 4 10 142
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 24 0 5 8 174
Monetary Policy Shifts and the Term Structure 0 0 0 219 2 9 13 699
No-Arbitrage Taylor Rules 0 0 1 36 1 8 16 232
No-Arbitrage Taylor Rules 0 0 0 138 6 10 13 463
Portfolio Choice with Illiquid Assets 1 1 2 110 4 19 25 364
Portfolio Performance Attribution via Shapley Value 0 0 0 32 3 17 22 117
Regime Changes and Financial Markets 1 2 8 82 11 27 53 344
Regime Changes and Financial Markets 0 2 6 213 12 48 90 559
Regime Switches in Interest Rates 0 1 6 1,168 4 12 30 2,935
Risk, Return and Dividends 0 0 0 20 2 26 26 134
Risk, Return and Dividends 0 1 2 148 0 14 17 321
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 3 10 19 206
Stock Return Predictability: Is it There? 0 0 5 1,181 6 29 54 3,382
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 2 212 9 37 49 532
Tax-Aware Portfolio Construction via Convex Optimization 0 0 2 22 4 11 21 58
Taxes on Tax-Exempt Bonds 0 0 1 55 1 4 10 337
Testing Conditional Factor Models 0 0 0 312 2 10 11 655
Testing Conditional Factor Models 0 0 0 128 1 4 9 400
The Cross-Section of Volatility and Expected Returns 0 1 4 612 16 33 52 2,026
The Joint Cross Section of Stocks and Options 0 0 2 59 2 6 11 201
The Term Structure of Real Rates and Expected Inflation 0 0 2 456 1 9 17 1,155
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 1 7 15 813
What Does the Yield Curve Tell us about GDP Growth? 0 0 0 456 1 5 7 1,724
Why Stocks May Disappoint 0 0 0 289 1 7 9 1,099
Total Working Papers 3 10 67 11,055 152 608 1,020 35,262

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables 1 2 5 522 6 27 70 1,859
Advance Refundings of Municipal Bonds 0 0 1 10 1 9 12 104
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 1 1 3 41 2 7 18 300
Asymmetric correlations of equity portfolios 0 1 5 630 5 19 42 1,687
CAPM over the long run: 1926-2001 0 0 0 289 0 9 20 804
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 2 167 1 5 16 647
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 8 621 4 24 62 1,995
Downside Risk 5 7 20 494 26 60 112 1,588
Downside risk 0 3 5 79 12 24 37 591
Estimating Private Equity Returns from Limited Partner Cash Flows 6 10 29 195 8 31 69 486
Factor risk premiums and invested capital: calculations with stochastic discount factors 0 1 1 41 1 3 6 149
Hedge fund leverage 2 3 12 145 5 15 37 661
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 0 4 553 20 48 75 1,972
Interest Rate Risk Management 0 0 0 4 3 8 13 31
International Asset Allocation With Regime Shifts 0 0 0 1 23 76 156 1,589
Investment beliefs of endowments 0 1 1 18 0 6 9 62
Is Ipo Underperformance a Peso Problem? 0 0 0 16 0 2 7 176
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 1 8 8 153
Monetary Policy Shifts and the Term Structure 0 0 3 130 2 7 17 510
Portfolio Choice with Illiquid Assets 1 1 4 56 3 7 22 209
Regime Changes and Financial Markets 2 4 22 239 20 48 112 935
Regime Switches in Interest Rates 0 0 0 0 2 19 38 1,265
Risk, return, and dividends 0 0 0 124 0 5 7 424
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 0 0 2 17 3 7 15 83
Short rate nonlinearities and regime switches 0 0 0 77 0 6 13 247
Stock Return Predictability: Is it There? 0 1 8 36 3 21 64 293
Systemic sovereign credit risk: Lessons from the U.S. and Europe 0 0 4 341 0 9 27 991
Taxes on Tax‐Exempt Bonds 1 1 5 58 1 3 10 280
Testing conditional factor models 0 0 6 291 3 9 27 828
The Cross‐Section of Volatility and Expected Returns 7 14 37 766 41 92 246 3,023
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 3 15 234 5 10 42 585
The Joint Cross Section of Stocks and Options 0 1 7 93 5 12 35 385
The Term Structure of Real Rates and Expected Inflation 0 0 2 243 0 5 13 769
Using Stocks or Portfolios in Tests of Factor Models 0 0 1 44 2 11 20 163
What does the yield curve tell us about GDP growth? 0 0 2 356 0 14 46 1,362
Why stocks may disappoint 0 0 2 245 0 4 13 774
Total Journal Articles 27 54 216 7,188 208 670 1,536 27,980
3 registered items for which data could not be found

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Management: A Systematic Approach to Factor Investing 0 0 0 0 19 42 103 2,009
Total Books 0 0 0 0 19 42 103 2,009

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04