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 2 14 46 2,237
Advance Refundings of Municipal Bonds 0 0 0 34 0 2 14 173
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 1 3 17 132
Build America Bonds 1 1 1 34 1 4 13 169
CAPM Over the Long Run: 1926-2001 0 0 0 259 1 5 14 773
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 202 1 3 14 821
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 1 1 88 2 11 27 325
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 2 5 21 898
Do demographic changes affect risk premiums? Evidence from international data 0 0 1 107 0 3 16 491
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 3 221 3 15 31 779
Downside Risk 0 2 5 364 13 28 79 1,080
Downside Risk and the Momentum Effect 0 0 0 398 3 6 22 1,720
Hedge Fund Leverage 0 0 0 167 1 2 17 602
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 0 4 51 703
How do Regimes Affect Asset Allocation? 2 3 5 383 7 17 45 1,011
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 1 4 17 924
Inflation and Individual Equities 0 0 0 8 1 2 14 58
Inflation and Individual Equities 0 0 0 55 0 1 18 251
International Asset Allocation with Time-Varying Correlations 1 1 1 925 2 8 26 2,714
Is IPO Underperformance a Peso Problem? 0 0 0 62 2 12 41 505
Liability Investment with Downside Risk 0 0 0 7 0 6 17 149
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 24 1 4 14 182
Monetary Policy Shifts and the Term Structure 0 0 0 219 2 5 19 706
No-Arbitrage Taylor Rules 0 0 0 36 1 3 19 237
No-Arbitrage Taylor Rules 0 0 0 138 2 3 20 470
Portfolio Choice with Illiquid Assets 0 1 2 111 3 10 35 377
Portfolio Performance Attribution via Shapley Value 3 3 3 35 4 9 33 131
Regime Changes and Financial Markets 2 5 10 219 9 33 130 612
Regime Changes and Financial Markets 0 1 8 83 1 15 64 366
Regime Switches in Interest Rates 1 3 7 1,171 4 16 43 2,953
Risk, Return and Dividends 0 0 0 20 0 5 31 139
Risk, Return and Dividends 0 0 1 148 0 2 20 325
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 0 7 25 214
Stock Return Predictability: Is it There? 0 1 5 1,183 1 19 71 3,407
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 0 212 2 4 59 544
Tax-Aware Portfolio Construction via Convex Optimization 0 0 1 22 0 11 33 72
Taxes on Tax-Exempt Bonds 0 0 1 55 2 5 15 343
Testing Conditional Factor Models 1 1 1 129 1 1 9 401
Testing Conditional Factor Models 0 0 0 312 0 5 16 660
The Cross-Section of Volatility and Expected Returns 1 3 5 615 2 25 80 2,061
The Joint Cross Section of Stocks and Options 0 1 1 60 2 6 15 208
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 1 4 19 818
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 0 6 22 1,162
What Does the Yield Curve Tell us about GDP Growth? 0 0 0 456 0 12 20 1,738
Why Stocks May Disappoint 0 0 0 289 1 7 18 1,108
Total Working Papers 12 27 66 11,085 82 372 1,390 35,749

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 6 524 4 19 79 1,883
Advance Refundings of Municipal Bonds 0 0 0 10 0 3 13 107
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 0 3 41 0 1 19 302
Asymmetric correlations of equity portfolios 0 0 3 630 7 22 63 1,715
CAPM over the long run: 1926-2001 0 0 0 289 0 3 21 809
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 1 167 1 1 12 649
Do macro variables, asset markets, or surveys forecast inflation better? 0 1 7 623 3 16 70 2,017
Downside Risk 2 7 29 506 5 32 146 1,637
Downside risk 0 2 7 81 2 12 53 610
Estimating Private Equity Returns from Limited Partner Cash Flows 8 13 37 208 10 20 76 507
Factor risk premiums and invested capital: calculations with stochastic discount factors 0 1 2 42 1 3 9 152
Hedge fund leverage 1 2 8 147 5 16 43 680
High idiosyncratic volatility and low returns: International and further U.S. evidence 0 2 5 557 6 16 94 2,004
Interest Rate Risk Management 0 0 0 4 0 2 15 33
International Asset Allocation With Regime Shifts 0 0 0 1 25 54 193 1,659
Investment beliefs of endowments 0 0 1 18 0 5 16 69
Is Ipo Underperformance a Peso Problem? 0 0 0 16 3 5 11 181
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 0 7 15 160
Monetary Policy Shifts and the Term Structure 0 0 1 130 0 3 16 513
Portfolio Choice with Illiquid Assets 0 1 4 57 1 10 27 221
Regime Changes and Financial Markets 2 11 29 253 25 49 148 996
Regime Switches in Interest Rates 0 0 0 0 3 9 46 1,276
Risk, return, and dividends 0 0 0 124 1 5 12 429
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 0 0 0 17 1 2 13 85
Short rate nonlinearities and regime switches 0 0 0 77 1 3 14 250
Stock Return Predictability: Is it There? 0 0 4 36 3 10 63 306
Systemic sovereign credit risk: Lessons from the U.S. and Europe 0 0 1 341 0 5 25 998
Taxes on Tax‐Exempt Bonds 0 0 3 58 0 3 11 284
Testing conditional factor models 0 0 2 291 1 7 29 838
The Cross‐Section of Volatility and Expected Returns 4 11 43 782 33 111 328 3,161
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 3 14 238 2 13 46 606
The Joint Cross Section of Stocks and Options 0 1 4 94 1 7 37 399
The Term Structure of Real Rates and Expected Inflation 0 0 1 243 2 7 16 776
Using Stocks or Portfolios in Tests of Factor Models 0 1 4 47 2 6 26 171
What does the yield curve tell us about GDP growth? 0 1 2 357 2 11 45 1,375
Why stocks may disappoint 0 0 0 245 1 5 15 780
Total Journal Articles 19 59 221 7,266 151 503 1,865 28,638
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 5 32 123 2,049
Total Books 0 0 0 0 5 32 123 2,049

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Statistics updated 2026-07-10