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 1 753 0 3 44 2,238
Advance Refundings of Municipal Bonds 0 0 0 34 1 1 14 174
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 0 1 16 132
Build America Bonds 0 1 1 34 0 3 14 171
CAPM Over the Long Run: 1926-2001 0 0 0 259 1 2 14 774
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 0 1 88 0 2 27 325
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 1 3 22 899
Do demographic changes affect risk premiums? Evidence from international data 0 1 1 108 0 1 14 492
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 1 221 4 7 32 783
Downside Risk 0 0 4 364 5 21 82 1,088
Downside Risk and the Momentum Effect 0 0 0 398 2 6 25 1,723
Hedge Fund Leverage 0 0 0 167 0 1 16 602
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 3 3 53 706
How do Regimes Affect Asset Allocation? 1 3 5 384 4 18 54 1,022
How to Discount Cashflows with Time-Varying Expected Returns 0 1 1 249 3 5 21 928
Inflation and Individual Equities 0 0 0 8 1 2 14 59
Inflation and Individual Equities 0 0 0 55 4 5 21 256
International Asset Allocation with Time-Varying Correlations 0 1 1 925 1 3 24 2,715
Is IPO Underperformance a Peso Problem? 0 0 0 62 1 3 40 506
Liability Investment with Downside Risk 0 0 0 7 2 2 18 151
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 24 1 2 15 183
Monetary Policy Shifts and the Term Structure 0 0 0 219 2 4 21 708
No-Arbitrage Taylor Rules 0 0 0 138 2 4 21 472
No-Arbitrage Taylor Rules 0 0 0 36 0 2 19 238
Portfolio Choice with Illiquid Assets 0 0 2 111 1 5 36 379
Portfolio Performance Attribution via Shapley Value 0 3 3 35 1 8 36 135
Regime Changes and Financial Markets 2 7 14 224 8 24 140 627
Regime Changes and Financial Markets 2 3 8 86 11 15 66 380
Regime Switches in Interest Rates 1 4 8 1,174 4 12 46 2,961
Risk, Return and Dividends 0 0 0 20 9 9 40 148
Risk, Return and Dividends 0 0 1 148 1 2 22 327
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 0 0 24 214
Stock Return Predictability: Is it There? 0 1 3 1,184 2 4 67 3,410
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 0 212 0 3 58 545
Tax-Aware Portfolio Construction via Convex Optimization 0 0 0 22 3 4 34 76
Taxes on Tax-Exempt Bonds 0 0 1 55 2 5 16 346
Testing Conditional Factor Models 0 0 0 312 1 1 17 661
Testing Conditional Factor Models 0 1 1 129 0 1 8 401
The Cross-Section of Volatility and Expected Returns 1 2 6 616 7 11 86 2,070
The Joint Cross Section of Stocks and Options 0 0 1 60 2 4 17 210
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 3 4 20 821
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 3 3 25 1,165
What Does the Yield Curve Tell us about GDP Growth? 0 0 0 456 4 6 26 1,744
Why Stocks May Disappoint 0 0 0 289 1 2 18 1,109
Total Working Papers 7 29 67 11,102 101 228 1,457 35,895

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 2 7 525 3 8 77 1,887
Advance Refundings of Municipal Bonds 0 0 0 10 1 2 15 109
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 1 1 2 42 2 2 18 304
Asymmetric correlations of equity portfolios 1 3 4 633 6 23 76 1,731
CAPM over the long run: 1926-2001 0 0 0 289 1 2 21 811
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 1 167 0 2 12 650
Do macro variables, asset markets, or surveys forecast inflation better? 1 1 7 624 4 12 76 2,026
Downside Risk 1 9 34 513 9 28 159 1,660
Downside risk 0 0 7 81 2 7 57 615
Estimating Private Equity Returns from Limited Partner Cash Flows 6 15 38 215 8 24 82 521
Factor risk premiums and invested capital: calculations with stochastic discount factors 0 0 2 42 2 3 10 154
Hedge fund leverage 0 1 7 147 1 7 43 682
High idiosyncratic volatility and low returns: International and further U.S. evidence 1 3 8 560 7 19 107 2,017
Interest Rate Risk Management 0 0 0 4 0 0 15 33
International Asset Allocation With Regime Shifts 0 0 0 1 15 55 214 1,689
Investment beliefs of endowments 0 0 1 18 0 0 15 69
Is Ipo Underperformance a Peso Problem? 0 0 0 16 2 5 13 183
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 0 0 15 160
Monetary Policy Shifts and the Term Structure 0 0 1 130 0 1 13 514
No-arbitrage Taylor rules 0 0 0 210 1 1 8 967
Portfolio Choice with Illiquid Assets 0 0 4 57 2 5 31 225
Regime Changes and Financial Markets 5 10 33 261 16 53 162 1,024
Regime Switches in Interest Rates 0 0 0 0 0 4 41 1,277
Risk, return, and dividends 0 0 0 124 1 2 12 430
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 0 0 0 17 2 4 15 88
Short rate nonlinearities and regime switches 0 0 0 77 0 1 13 250
Stock Return Predictability: Is it There? 0 0 3 36 0 4 55 307
Systemic sovereign credit risk: Lessons from the U.S. and Europe 2 4 4 345 3 6 27 1,004
Taxes on Tax‐Exempt Bonds 0 0 2 58 0 1 10 285
Testing conditional factor models 0 1 3 292 1 6 31 843
The Cross‐Section of Volatility and Expected Returns 3 8 41 786 67 134 408 3,262
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 2 13 239 2 4 45 608
The Joint Cross Section of Stocks and Options 2 3 6 97 3 12 45 410
The Term Structure of Real Rates and Expected Inflation 0 1 1 244 0 3 15 777
The term structure of real rates and expected inflation 0 0 0 414 0 2 21 1,361
Using Stocks or Portfolios in Tests of Factor Models 1 1 5 48 2 5 29 174
What does the yield curve tell us about GDP growth? 0 0 2 357 3 5 45 1,378
What does the yield curve tell us about GDP growth? 0 0 0 860 1 3 13 2,773
Why stocks may disappoint 0 0 0 245 0 1 15 780
Total Journal Articles 25 65 236 8,796 167 456 2,079 34,038

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 12 25 132 2,069
Total Books 0 0 0 0 12 25 132 2,069

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Statistics updated 2026-09-10