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 1 753 4 6 43 2,244
Advance Refundings of Municipal Bonds 0 0 0 34 4 6 19 179
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 1 1 17 133
Build America Bonds 0 0 1 34 1 1 14 172
CAPM Over the Long Run: 1926-2001 0 0 0 259 3 5 18 778
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 202 7 7 19 828
Do Funds-of-Funds Deserve Their Fees-on-Fees? 1 2 3 90 3 5 30 330
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 1 1 1 257 4 8 26 906
Do demographic changes affect risk premiums? Evidence from international data 0 0 1 108 1 1 15 493
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 0 221 3 7 31 786
Downside Risk 1 1 5 365 3 13 87 1,096
Downside Risk and the Momentum Effect 0 0 0 398 1 5 27 1,726
Hedge Fund Leverage 0 0 0 167 9 9 23 611
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 6 9 50 712
How do Regimes Affect Asset Allocation? 0 1 4 384 11 15 61 1,033
How to Discount Cashflows with Time-Varying Expected Returns 0 1 2 250 0 4 21 929
Inflation and Individual Equities 0 0 0 55 3 8 23 260
Inflation and Individual Equities 0 1 1 9 6 8 20 66
International Asset Allocation with Time-Varying Correlations 0 0 1 925 3 5 26 2,719
Is IPO Underperformance a Peso Problem? 0 0 0 62 3 4 41 509
Liability Investment with Downside Risk 0 0 0 7 2 6 20 155
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 24 1 2 15 184
Monetary Policy Shifts and the Term Structure 0 0 0 219 2 4 23 710
No-Arbitrage Taylor Rules 0 0 0 36 1 1 18 239
No-Arbitrage Taylor Rules 0 0 0 138 2 4 21 474
Portfolio Choice with Illiquid Assets 0 0 2 111 3 6 40 384
Portfolio Performance Attribution via Shapley Value 0 0 3 35 4 6 40 140
Regime Changes and Financial Markets 0 2 6 86 9 24 76 393
Regime Changes and Financial Markets 2 4 15 226 7 19 134 638
Regime Switches in Interest Rates 0 2 9 1,175 3 9 47 2,966
Risk, Return and Dividends 0 0 1 148 3 4 25 330
Risk, Return and Dividends 0 0 0 20 1 10 41 149
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 2 5 26 219
Stock Return Predictability: Is it There? 1 1 4 1,185 4 8 67 3,416
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 1 1 1 213 5 7 62 552
Tax-Aware Portfolio Construction via Convex Optimization 0 0 0 22 2 8 36 81
Taxes on Tax-Exempt Bonds 0 0 0 55 4 6 17 350
Testing Conditional Factor Models 0 0 0 312 2 4 20 664
Testing Conditional Factor Models 0 0 1 129 2 3 10 404
The Cross-Section of Volatility and Expected Returns 0 1 5 616 3 15 88 2,078
The Joint Cross Section of Stocks and Options 0 1 2 61 5 8 21 216
The Term Structure of Real Rates and Expected Inflation 0 0 0 456 3 6 26 1,168
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 3 7 22 825
What Does the Yield Curve Tell us about GDP Growth? 0 0 0 456 5 11 33 1,751
Why Stocks May Disappoint 0 0 0 289 2 5 21 1,113
Total Working Papers 7 19 70 11,114 156 315 1,560 36,109

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 0 0 5 525 7 15 73 1,899
Advance Refundings of Municipal Bonds 1 1 1 11 3 4 18 112
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 1 2 42 2 6 19 308
Asymmetric correlations of equity portfolios 1 2 5 634 29 47 111 1,772
CAPM over the long run: 1926-2001 0 1 1 290 3 5 24 815
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 167 2 2 12 652
Do macro variables, asset markets, or surveys forecast inflation better? 0 2 5 625 4 9 66 2,031
Downside Risk 4 5 35 517 15 38 177 1,689
Downside risk 1 2 7 83 4 7 58 620
Estimating Private Equity Returns from Limited Partner Cash Flows 2 10 35 219 4 18 79 531
Factor risk premiums and invested capital: calculations with stochastic discount factors 0 0 2 42 4 7 14 159
Hedge fund leverage 0 0 7 147 5 8 46 689
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 2 8 561 8 22 117 2,032
Interest Rate Risk Management 0 0 0 4 2 3 14 36
International Asset Allocation With Regime Shifts 0 0 0 1 28 60 241 1,734
Investment beliefs of endowments 0 0 1 18 4 5 19 74
Is Ipo Underperformance a Peso Problem? 0 0 0 16 2 5 14 186
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 3 4 19 164
Monetary Policy Shifts and the Term Structure 0 0 0 130 4 4 15 518
No-arbitrage Taylor rules 0 0 0 210 2 4 11 970
Portfolio Choice with Illiquid Assets 1 1 4 58 4 8 35 231
Regime Changes and Financial Markets 3 11 35 267 16 38 170 1,046
Regime Switches in Interest Rates 0 0 0 0 4 4 41 1,281
Risk, return, and dividends 0 0 0 124 1 3 13 432
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 0 0 0 17 0 3 14 89
Short rate nonlinearities and regime switches 0 0 0 77 1 3 16 253
Stock Return Predictability: Is it There? 0 0 1 36 1 4 50 311
Systemic sovereign credit risk: Lessons from the U.S. and Europe 1 3 5 346 5 11 32 1,012
Taxes on Tax‐Exempt Bonds 1 1 3 59 7 8 17 293
Testing conditional factor models 1 1 4 293 2 4 32 846
The Cross‐Section of Volatility and Expected Returns 5 9 42 792 40 126 435 3,321
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 2 11 240 6 10 48 616
The Joint Cross Section of Stocks and Options 0 2 5 97 12 18 56 425
The Term Structure of Real Rates and Expected Inflation 0 0 1 244 2 3 17 780
The term structure of real rates and expected inflation 0 0 0 414 2 4 23 1,365
Using Stocks or Portfolios in Tests of Factor Models 0 1 4 48 3 6 30 178
What does the yield curve tell us about GDP growth? 0 0 0 860 3 4 16 2,776
What does the yield curve tell us about GDP growth? 0 1 3 358 1 10 45 1,385
Why stocks may disappoint 0 0 0 245 1 3 15 783
Total Journal Articles 22 58 232 8,829 246 543 2,252 34,414

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 5 25 125 2,082
Total Books 0 0 0 0 5 25 125 2,082

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Statistics updated 2026-11-12