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 1 1 1 753 1 4 45 2,238
Advance Refundings of Municipal Bonds 0 0 0 34 0 1 14 173
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 0 1 17 132
Build America Bonds 0 1 1 34 2 5 15 171
CAPM Over the Long Run: 1926-2001 0 0 0 259 0 2 14 773
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 202 0 1 14 821
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 1 1 88 0 4 27 325
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 0 2 21 898
Do demographic changes affect risk premiums? Evidence from international data 1 1 1 108 1 3 15 492
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 2 221 0 5 29 779
Downside Risk 0 1 4 364 3 23 80 1,083
Downside Risk and the Momentum Effect 0 0 0 398 1 5 23 1,721
Hedge Fund Leverage 0 0 0 167 0 2 16 602
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 0 2 51 703
How do Regimes Affect Asset Allocation? 0 2 5 383 7 16 52 1,018
How to Discount Cashflows with Time-Varying Expected Returns 1 1 1 249 1 3 18 925
Inflation and Individual Equities 0 0 0 8 0 1 13 58
Inflation and Individual Equities 0 0 0 55 1 2 18 252
International Asset Allocation with Time-Varying Correlations 0 1 1 925 0 5 25 2,714
Is IPO Underperformance a Peso Problem? 0 0 0 62 0 9 40 505
Liability Investment with Downside Risk 0 0 0 7 0 3 17 149
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 24 0 4 14 182
Monetary Policy Shifts and the Term Structure 0 0 0 219 0 2 19 706
No-Arbitrage Taylor Rules 0 0 0 36 1 3 19 238
No-Arbitrage Taylor Rules 0 0 0 138 0 3 20 470
Portfolio Choice with Illiquid Assets 0 1 2 111 1 6 36 378
Portfolio Performance Attribution via Shapley Value 0 3 3 35 3 9 36 134
Regime Changes and Financial Markets 1 1 9 84 3 9 61 369
Regime Changes and Financial Markets 3 7 12 222 7 28 136 619
Regime Switches in Interest Rates 2 5 8 1,173 4 11 45 2,957
Risk, Return and Dividends 0 0 0 20 0 0 31 139
Risk, Return and Dividends 0 0 1 148 1 2 21 326
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 0 4 24 214
Stock Return Predictability: Is it There? 1 1 5 1,184 1 2 68 3,408
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 0 212 1 5 60 545
Tax-Aware Portfolio Construction via Convex Optimization 0 0 1 22 1 4 34 73
Taxes on Tax-Exempt Bonds 0 0 1 55 1 4 16 344
Testing Conditional Factor Models 0 0 0 312 0 0 16 660
Testing Conditional Factor Models 0 1 1 129 0 1 9 401
The Cross-Section of Volatility and Expected Returns 0 1 5 615 2 7 81 2,063
The Joint Cross Section of Stocks and Options 0 0 1 60 0 3 15 208
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 0 0 22 1,162
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 0 1 19 818
What Does the Yield Curve Tell us about GDP Growth? 0 0 0 456 2 2 22 1,740
Why Stocks May Disappoint 0 0 0 289 0 2 17 1,108
Total Working Papers 10 29 69 11,095 45 211 1,405 35,794

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 7 525 1 9 76 1,884
Advance Refundings of Municipal Bonds 0 0 0 10 1 2 14 108
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 0 1 41 0 0 16 302
Asymmetric correlations of equity portfolios 2 2 4 632 10 20 71 1,725
CAPM over the long run: 1926-2001 0 0 0 289 1 1 22 810
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 1 167 1 2 13 650
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 7 623 5 14 74 2,022
Downside Risk 6 10 34 512 14 30 155 1,651
Downside risk 0 1 7 81 3 7 56 613
Estimating Private Equity Returns from Limited Partner Cash Flows 1 11 37 209 6 20 79 513
Factor risk premiums and invested capital: calculations with stochastic discount factors 0 0 2 42 0 1 8 152
Hedge fund leverage 0 1 7 147 1 10 43 681
High idiosyncratic volatility and low returns: International and further U.S. evidence 2 4 7 559 6 17 100 2,010
Interest Rate Risk Management 0 0 0 4 0 0 15 33
International Asset Allocation With Regime Shifts 0 0 0 1 15 48 204 1,674
Investment beliefs of endowments 0 0 1 18 0 2 15 69
Is Ipo Underperformance a Peso Problem? 0 0 0 16 0 3 11 181
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 0 1 15 160
Monetary Policy Shifts and the Term Structure 0 0 1 130 1 1 14 514
Portfolio Choice with Illiquid Assets 0 0 4 57 2 5 29 223
Regime Changes and Financial Markets 3 8 30 256 12 47 156 1,008
Regime Switches in Interest Rates 0 0 0 0 1 4 45 1,277
Risk, return, and dividends 0 0 0 124 0 2 12 429
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 0 0 0 17 1 2 13 86
Short rate nonlinearities and regime switches 0 0 0 77 0 1 14 250
Stock Return Predictability: Is it There? 0 0 3 36 1 6 57 307
Systemic sovereign credit risk: Lessons from the U.S. and Europe 2 2 2 343 3 7 26 1,001
Taxes on Tax‐Exempt Bonds 0 0 3 58 1 1 12 285
Testing conditional factor models 1 1 3 292 4 6 32 842
The Cross‐Section of Volatility and Expected Returns 1 6 40 783 34 102 353 3,195
The Efficient Market Theory and Evidence: Implications for Active Investment Management 0 1 13 238 0 4 45 606
The Joint Cross Section of Stocks and Options 1 2 4 95 8 12 43 407
The Term Structure of Real Rates and Expected Inflation 1 1 1 244 1 4 16 777
Using Stocks or Portfolios in Tests of Factor Models 0 1 4 47 1 4 27 172
What does the yield curve tell us about GDP growth? 0 0 2 357 0 3 45 1,375
Why stocks may disappoint 0 0 0 245 0 2 15 780
Total Journal Articles 21 53 225 7,287 134 400 1,941 28,772
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 8 22 126 2,057
Total Books 0 0 0 0 8 22 126 2,057

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Statistics updated 2026-08-07