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 11 14 43 2,234
Advance Refundings of Municipal Bonds 0 0 0 34 1 3 13 172
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 2 5 16 131
Build America Bonds 0 0 0 33 1 4 10 166
CAPM Over the Long Run: 1926-2001 0 0 0 259 3 5 12 771
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 202 2 3 14 820
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 0 0 87 7 11 24 321
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 3 5 19 896
Do demographic changes affect risk premiums? Evidence from international data 0 0 1 107 1 1 15 489
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 5 221 10 14 28 774
Downside Risk 1 3 7 363 8 35 64 1,060
Downside Risk and the Momentum Effect 0 0 0 398 2 4 19 1,716
Hedge Fund Leverage 0 0 0 167 0 4 15 600
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 2 16 50 701
How do Regimes Affect Asset Allocation? 1 1 6 381 8 14 40 1,002
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 2 2 15 922
Inflation and Individual Equities 0 0 0 55 0 3 20 250
Inflation and Individual Equities 0 0 0 8 1 3 13 57
International Asset Allocation with Time-Varying Correlations 0 0 0 924 3 5 22 2,709
Is IPO Underperformance a Peso Problem? 0 0 0 62 3 4 33 496
Liability Investment with Downside Risk 0 0 0 7 3 5 14 146
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 24 0 4 11 178
Monetary Policy Shifts and the Term Structure 0 0 0 219 3 7 18 704
No-Arbitrage Taylor Rules 0 0 0 36 1 4 18 235
No-Arbitrage Taylor Rules 0 0 0 138 0 10 17 467
Portfolio Choice with Illiquid Assets 0 1 2 110 5 12 32 372
Portfolio Performance Attribution via Shapley Value 0 0 0 32 3 11 29 125
Regime Changes and Financial Markets 1 2 7 215 12 44 119 591
Regime Changes and Financial Markets 1 2 9 83 9 27 63 360
Regime Switches in Interest Rates 0 0 6 1,168 9 15 40 2,946
Risk, Return and Dividends 0 0 0 20 5 7 31 139
Risk, Return and Dividends 0 0 1 148 1 3 19 324
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 3 7 21 210
Stock Return Predictability: Is it There? 1 2 7 1,183 18 30 73 3,406
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 2 212 0 17 57 540
Tax-Aware Portfolio Construction via Convex Optimization 0 0 2 22 8 15 32 69
Taxes on Tax-Exempt Bonds 0 0 1 55 2 4 13 340
Testing Conditional Factor Models 0 0 0 128 0 1 9 400
Testing Conditional Factor Models 0 0 0 312 5 7 16 660
The Cross-Section of Volatility and Expected Returns 2 2 5 614 20 46 79 2,056
The Joint Cross Section of Stocks and Options 1 1 2 60 3 6 14 205
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 6 8 23 1,162
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 3 5 19 817
What Does the Yield Curve Tell us about GDP Growth? 0 0 0 456 12 15 21 1,738
Why Stocks May Disappoint 0 0 0 289 5 8 16 1,106
Total Working Papers 8 14 67 11,066 206 473 1,289 35,583

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 6 523 11 22 82 1,875
Advance Refundings of Municipal Bonds 0 0 1 10 2 3 14 106
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 1 3 41 1 4 20 302
Asymmetric correlations of equity portfolios 0 0 3 630 12 23 56 1,705
CAPM over the long run: 1926-2001 0 0 0 289 3 5 23 809
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 1 167 0 2 13 648
Do macro variables, asset markets, or surveys forecast inflation better? 1 2 9 623 7 17 67 2,008
Downside Risk 3 13 25 502 16 59 137 1,621
Downside risk 1 1 6 80 8 27 49 606
Estimating Private Equity Returns from Limited Partner Cash Flows 3 9 29 198 6 15 69 493
Factor risk premiums and invested capital: calculations with stochastic discount factors 1 1 2 42 2 3 8 151
Hedge fund leverage 1 3 8 146 7 15 40 671
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 2 5 555 5 41 91 1,993
Interest Rate Risk Management 0 0 0 4 2 5 15 33
International Asset Allocation With Regime Shifts 0 0 0 1 21 60 174 1,626
Investment beliefs of endowments 0 0 1 18 3 5 14 67
Is Ipo Underperformance a Peso Problem? 0 0 0 16 2 2 9 178
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 6 7 14 159
Monetary Policy Shifts and the Term Structure 0 0 1 130 3 5 16 513
Portfolio Choice with Illiquid Assets 1 2 4 57 7 12 25 218
Regime Changes and Financial Markets 6 11 29 248 14 46 129 961
Regime Switches in Interest Rates 0 0 0 0 6 10 44 1,273
Risk, return, and dividends 0 0 0 124 3 3 10 427
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 0 0 0 17 1 4 14 84
Short rate nonlinearities and regime switches 0 0 0 77 2 2 15 249
Stock Return Predictability: Is it There? 0 0 5 36 5 11 66 301
Systemic sovereign credit risk: Lessons from the U.S. and Europe 0 0 3 341 1 3 25 994
Taxes on Tax‐Exempt Bonds 0 1 3 58 3 5 12 284
Testing conditional factor models 0 0 5 291 5 11 30 836
The Cross‐Section of Volatility and Expected Returns 6 18 43 777 43 111 290 3,093
The Efficient Market Theory and Evidence: Implications for Active Investment Management 2 4 13 237 9 22 48 602
The Joint Cross Section of Stocks and Options 0 0 7 93 3 15 38 395
The Term Structure of Real Rates and Expected Inflation 0 0 1 243 4 4 14 773
Using Stocks or Portfolios in Tests of Factor Models 0 2 3 46 3 7 23 168
What does the yield curve tell us about GDP growth? 1 1 3 357 8 10 50 1,372
Why stocks may disappoint 0 0 2 245 3 4 15 778
Total Journal Articles 27 73 221 7,234 237 600 1,759 28,372
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 18 45 125 2,035
Total Books 0 0 0 0 18 45 125 2,035

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Statistics updated 2026-05-06