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 4 751 1 1 15 2,191
Advance Refundings of Municipal Bonds 0 0 0 34 0 0 1 159
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 0 0 3 115
Build America Bonds 0 0 0 33 2 2 5 156
CAPM Over the Long Run: 1926-2001 0 0 0 259 1 2 5 759
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 1 202 1 2 6 806
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 0 1 87 2 2 8 297
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 255 0 1 7 877
Do demographic changes affect risk premiums? Evidence from international data 0 0 0 106 0 2 3 474
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 2 216 0 1 7 746
Downside Risk 0 2 4 356 1 4 22 996
Downside Risk and the Momentum Effect 0 0 0 398 1 5 9 1,697
Hedge Fund Leverage 1 2 2 167 1 5 11 585
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 251 0 0 8 651
How do Regimes Affect Asset Allocation? 0 0 0 375 0 1 6 962
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 0 0 2 907
Inflation and Individual Equities 0 0 0 55 1 2 7 230
Inflation and Individual Equities 0 0 1 8 0 0 3 44
International Asset Allocation with Time-Varying Correlations 0 2 3 924 0 2 5 2,687
Is IPO Underperformance a Peso Problem? 0 0 0 62 0 1 3 463
Liability Investment with Downside Risk 0 0 0 7 0 1 4 132
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 24 0 1 2 167
Monetary Policy Shifts and the Term Structure 0 0 0 219 0 2 7 686
No-Arbitrage Taylor Rules 0 1 1 36 0 1 1 217
No-Arbitrage Taylor Rules 0 0 0 138 0 0 1 450
Portfolio Choice with Illiquid Assets 0 0 1 108 0 1 5 340
Portfolio Performance Attribution via Shapley Value 0 0 3 32 0 3 16 96
Regime Changes and Financial Markets 0 3 9 74 2 10 30 297
Regime Changes and Financial Markets 0 1 6 208 1 4 22 472
Regime Switches in Interest Rates 0 1 7 1,162 0 2 16 2,906
Risk, Return and Dividends 1 1 1 147 1 1 3 305
Risk, Return and Dividends 0 0 0 20 0 0 1 108
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 2 4 10 189
Stock Return Predictability: Is it There? 0 3 14 1,176 3 14 42 3,333
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 0 210 0 1 2 483
Tax-Aware Portfolio Construction via Convex Optimization 0 0 2 20 0 0 3 37
Taxes on Tax-Exempt Bonds 0 0 0 54 0 2 5 327
Testing Conditional Factor Models 0 0 0 312 0 0 0 644
Testing Conditional Factor Models 0 0 1 128 0 1 8 391
The Cross-Section of Volatility and Expected Returns 0 1 4 609 0 4 17 1,977
The Joint Cross Section of Stocks and Options 1 1 2 58 1 2 7 191
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 0 1 3 798
The Term Structure of Real Rates and Expected Inflation 0 1 3 455 0 1 6 1,139
What Does the Yield Curve Tell us about GDP Growth? 0 0 1 456 0 0 4 1,717
Why Stocks May Disappoint 0 0 0 289 0 0 2 1,090
Total Working Papers 3 19 75 10,999 21 89 353 34,294


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 9 517 3 6 44 1,793
Advance Refundings of Municipal Bonds 0 0 1 9 0 2 6 92
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 0 0 38 0 0 5 282
Asymmetric correlations of equity portfolios 1 2 7 627 2 6 21 1,649
CAPM over the long run: 1926-2001 0 1 3 289 0 3 11 786
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 1 3 166 0 4 10 635
Do macro variables, asset markets, or surveys forecast inflation better? 0 2 10 614 3 11 43 1,941
Downside Risk 3 4 17 477 8 13 48 1,484
Downside risk 0 0 3 74 3 4 10 557
Estimating Private Equity Returns from Limited Partner Cash Flows 2 5 30 169 5 12 51 424
Factor risk premiums and invested capital: calculations with stochastic discount factors 0 0 0 40 0 0 1 143
Hedge fund leverage 3 5 11 138 4 8 32 631
High idiosyncratic volatility and low returns: International and further U.S. evidence 1 2 10 550 3 10 47 1,902
Interest Rate Risk Management 0 0 0 4 0 0 1 18
International Asset Allocation With Regime Shifts 0 0 0 1 15 27 71 1,452
Investment beliefs of endowments 0 0 1 17 0 0 1 53
Is Ipo Underperformance a Peso Problem? 0 0 0 16 0 0 0 169
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 0 0 1 145
Monetary Policy Shifts and the Term Structure 2 3 4 129 4 7 15 497
No-arbitrage Taylor rules 1 1 1 210 1 1 1 958
Portfolio Choice with Illiquid Assets 1 1 7 53 3 8 18 193
Regime Changes and Financial Markets 1 4 26 219 6 16 79 832
Regime Switches in Interest Rates 0 0 0 0 2 2 13 1,229
Risk, return, and dividends 0 0 0 124 0 0 2 417
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 1 2 5 17 1 2 13 70
Short rate nonlinearities and regime switches 0 0 0 77 0 0 1 234
Stock Return Predictability: Is it There? 0 4 7 31 3 10 17 235
Systemic sovereign credit risk: Lessons from the U.S. and Europe 1 1 10 338 4 5 29 969
Taxes on Tax‐Exempt Bonds 2 3 4 55 2 3 11 272
Testing conditional factor models 1 2 4 286 2 6 19 806
The Cross‐Section of Volatility and Expected Returns 2 8 28 734 12 34 149 2,803
The Efficient Market Theory and Evidence: Implications for Active Investment Management 4 5 16 224 10 13 32 554
The Joint Cross Section of Stocks and Options 0 1 11 86 5 10 34 357
The Term Structure of Real Rates and Expected Inflation 1 2 8 242 2 5 22 759
The term structure of real rates and expected inflation 0 0 0 413 0 0 4 1,337
Using Stocks or Portfolios in Tests of Factor Models 0 0 5 43 0 2 18 145
What does the yield curve tell us about GDP growth? 0 0 1 860 1 2 6 2,759
What does the yield curve tell us about GDP growth? 0 0 8 354 6 16 39 1,322
Why stocks may disappoint 0 0 1 243 0 3 6 763
Total Journal Articles 27 59 251 8,496 110 251 931 31,667


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 2 8 46 1,910
Total Books 0 0 0 0 2 8 46 1,910


Statistics updated 2025-05-12