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 1 3 745 1 5 25 2,148
Advance Refundings of Municipal Bonds 0 0 2 33 0 0 7 152
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 0 0 6 106
Build America Bonds 0 0 1 32 0 0 4 149
CAPM Over the Long Run: 1926-2001 0 0 0 259 0 0 4 754
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 201 0 0 2 797
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 0 1 86 0 0 7 284
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 1 2 252 0 5 15 857
Do demographic changes affect risk premiums? Evidence from international data 0 0 0 106 0 0 1 470
Do macro variables, asset markets, or surveys forecast inflation better? 1 1 4 214 4 9 28 721
Downside Risk 0 0 6 346 1 3 18 958
Downside Risk and the Momentum Effect 1 4 4 397 2 6 11 1,681
Hedge Fund Leverage 0 0 4 163 1 3 18 546
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 247 0 2 7 636
How do Regimes Affect Asset Allocation? 0 0 1 370 3 12 40 930
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 246 0 0 3 900
Inflation and Individual Equities 0 0 1 7 1 3 9 40
Inflation and Individual Equities 1 1 7 54 2 2 16 219
International Asset Allocation with Time-Varying Correlations 1 1 1 919 1 3 6 2,676
Is IPO Underperformance a Peso Problem? 0 0 1 62 0 0 1 460
Liability Investment with Downside Risk 0 0 0 7 0 1 4 121
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 1 24 0 1 2 161
Monetary Policy Shifts and the Term Structure 0 0 1 218 4 11 38 649
No-Arbitrage Taylor Rules 0 0 0 33 2 4 9 192
No-Arbitrage Taylor Rules 0 0 2 137 0 0 12 445
Portfolio Choice with Illiquid Assets 0 0 7 106 1 2 18 321
Portfolio Performance Attribution via Shapley Value 0 0 15 22 3 5 30 60
Regime Changes and Financial Markets 1 1 2 61 1 2 10 250
Regime Changes and Financial Markets 0 0 0 198 2 4 9 439
Regime Switches in Interest Rates 0 2 8 1,149 4 13 40 2,866
Risk, Return and Dividends 0 0 1 145 1 2 10 298
Risk, Return and Dividends 0 0 0 20 1 1 4 107
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 1 7 15 164
Stock Return Predictability: Is it There? 3 4 8 1,153 9 16 56 3,238
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 1 206 0 0 7 469
Tax-Aware Portfolio Construction via Convex Optimization 0 0 4 16 1 1 8 29
Taxes on Tax-Exempt Bonds 0 0 0 54 1 6 19 311
Testing Conditional Factor Models 0 0 3 311 0 0 4 642
Testing Conditional Factor Models 0 0 1 123 2 3 5 372
The Cross-Section of Volatility and Expected Returns 1 3 7 603 7 13 29 1,935
The Joint Cross Section of Stocks and Options 0 0 3 56 2 2 7 181
The Term Structure of Real Rates and Expected Inflation 0 0 2 450 1 7 20 1,120
The Term Structure of Real Rates and Expected Inflation 0 0 0 252 4 12 30 776
What Does the Yield Curve Tell us about GDP Growth? 0 0 3 452 5 13 38 1,695
Why Stocks May Disappoint 0 0 0 288 11 18 37 1,045
Total Working Papers 9 19 108 10,840 79 197 689 33,370


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 5 10 502 4 14 58 1,695
Advance Refundings of Municipal Bonds 0 0 0 8 0 0 8 81
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 1 1 2 37 7 10 24 255
Asymmetric correlations of equity portfolios 1 3 13 606 8 22 74 1,554
CAPM over the long run: 1926-2001 1 1 5 279 1 1 14 754
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 1 161 0 0 5 615
Do macro variables, asset markets, or surveys forecast inflation better? 0 1 8 597 5 11 57 1,829
Downside Risk 2 5 64 435 6 18 151 1,358
Downside risk 0 0 6 69 6 12 64 504
Estimating Private Equity Returns from Limited Partner Cash Flows 2 7 23 103 5 12 49 306
Factor risk premiums and invested capital: calculations with stochastic discount factors 1 1 3 37 1 1 6 136
Hedge fund leverage 0 0 5 118 1 2 30 568
High idiosyncratic volatility and low returns: International and further U.S. evidence 5 14 38 513 21 64 155 1,732
Interest Rate Risk Management 0 0 1 2 0 0 2 10
International Asset Allocation With Regime Shifts 0 0 0 1 1 5 50 1,344
Investment beliefs of endowments 0 0 0 13 0 1 1 46
Is Ipo Underperformance a Peso Problem? 0 0 0 16 0 0 2 167
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 1 1 3 143
Monetary Policy Shifts and the Term Structure 2 2 5 124 7 13 33 456
No-arbitrage Taylor rules 0 0 2 205 3 5 17 934
Portfolio Choice with Illiquid Assets 0 1 8 39 2 5 20 152
Regime Changes and Financial Markets 1 5 13 179 3 9 35 715
Regime Switches in Interest Rates 0 0 0 0 1 10 42 1,188
Risk, return, and dividends 0 0 0 124 2 2 5 413
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 0 0 0 8 0 4 7 49
Short rate nonlinearities and regime switches 0 0 0 77 0 0 2 232
Stock Return Predictability: Is it There? 0 1 2 20 8 17 46 183
Systemic sovereign credit risk: Lessons from the U.S. and Europe 1 3 13 311 3 14 43 888
Taxes on Tax‐Exempt Bonds 0 0 2 50 2 2 10 255
Testing conditional factor models 0 1 14 272 7 12 49 756
The Cross‐Section of Volatility and Expected Returns 0 2 15 687 5 10 81 2,521
The Efficient Market Theory and Evidence: Implications for Active Investment Management 0 1 10 195 0 4 26 491
The Joint Cross Section of Stocks and Options 0 0 6 62 3 4 20 290
The Term Structure of Real Rates and Expected Inflation 0 0 5 227 0 1 20 721
The term structure of real rates and expected inflation 0 0 1 411 0 8 21 1,310
Using Stocks or Portfolios in Tests of Factor Models 1 3 11 26 3 10 32 100
What does the yield curve tell us about GDP growth? 1 4 14 332 3 10 56 1,231
What does the yield curve tell us about GDP growth? 0 0 0 858 0 0 3 2,751
Why stocks may disappoint 0 1 7 235 0 16 45 723
Total Journal Articles 20 62 307 7,951 119 330 1,366 29,456


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 14 82 1,794
Total Books 0 0 0 0 5 14 82 1,794


Statistics updated 2023-03-10