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 2 742 1 5 29 2,128
Advance Refundings of Municipal Bonds 0 0 1 31 0 2 12 147
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 0 1 5 101
Build America Bonds 0 1 1 32 1 3 5 148
CAPM Over the Long Run: 1926-2001 0 0 1 259 0 0 7 750
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 201 0 2 8 797
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 1 1 86 1 3 18 280
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 1 1 251 1 3 16 845
Do demographic changes affect risk premiums? Evidence from international data 0 0 0 106 0 1 5 470
Do macro variables, asset markets, or surveys forecast inflation better? 0 1 5 211 1 7 46 700
Downside Risk 0 0 7 340 1 3 23 943
Downside Risk and the Momentum Effect 0 0 0 393 2 2 10 1,672
Hedge Fund Leverage 2 4 9 163 3 8 32 536
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 5 246 2 4 19 633
How do Regimes Affect Asset Allocation? 0 1 5 370 1 6 36 896
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 246 0 0 1 897
Inflation and Individual Equities 1 5 10 52 2 9 24 212
Inflation and Individual Equities 0 0 1 6 1 1 6 32
International Asset Allocation with Time-Varying Correlations 0 0 1 918 1 1 7 2,671
Is IPO Underperformance a Peso Problem? 0 0 0 61 0 0 7 459
Liability Investment with Downside Risk 0 0 0 7 0 0 10 117
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 1 1 24 0 1 15 160
Monetary Policy Shifts and the Term Structure 1 1 1 218 5 7 45 618
No-Arbitrage Taylor Rules 0 0 3 135 1 5 29 438
No-Arbitrage Taylor Rules 0 0 0 33 0 0 5 183
Portfolio Choice with Illiquid Assets 1 4 13 103 5 9 42 312
Portfolio Performance Attribution via Shapley Value 1 2 4 9 2 4 24 34
Regime Changes and Financial Markets 0 0 3 198 0 1 9 431
Regime Changes and Financial Markets 0 0 1 59 2 4 21 244
Regime Switches in Interest Rates 1 4 12 1,145 2 8 46 2,834
Risk, Return and Dividends 0 1 3 145 0 4 14 292
Risk, Return and Dividends 0 0 0 20 1 1 8 104
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 2 3 17 152
Stock Return Predictability: Is it There? 0 1 5 1,146 4 8 65 3,190
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 7 205 0 2 20 464
Tax-Aware Portfolio Construction via Convex Optimization 0 0 2 12 0 0 9 21
Taxes on Tax-Exempt Bonds 0 0 0 54 2 5 21 297
Testing Conditional Factor Models 0 2 2 310 1 3 3 641
Testing Conditional Factor Models 0 0 1 122 0 1 7 368
The Cross-Section of Volatility and Expected Returns 1 2 4 598 1 7 25 1,913
The Joint Cross Section of Stocks and Options 0 2 2 55 0 2 4 176
The Term Structure of Real Rates and Expected Inflation 0 0 0 252 5 8 21 754
The Term Structure of Real Rates and Expected Inflation 0 1 1 449 0 3 18 1,103
What Does the Yield Curve Tell us about GDP Growth? 0 1 2 450 3 7 20 1,664
Why Stocks May Disappoint 0 0 1 288 1 1 31 1,009
Total Working Papers 8 36 118 10,768 55 155 845 32,836


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 1 14 493 2 10 70 1,647
Advance Refundings of Municipal Bonds 0 0 3 8 1 4 10 77
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 0 2 35 1 4 27 235
Asymmetric correlations of equity portfolios 1 5 25 598 7 26 105 1,506
CAPM over the long run: 1926-2001 0 2 11 276 0 3 27 743
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 1 160 1 2 19 612
Do macro variables, asset markets, or surveys forecast inflation better? 1 5 23 594 4 19 236 1,791
Downside Risk 7 19 66 390 13 55 175 1,262
Downside risk 0 2 9 65 3 15 67 455
Estimating Private Equity Returns from Limited Partner Cash Flows 3 9 24 89 8 17 63 274
Factor risk premiums and invested capital: calculations with stochastic discount factors 0 0 1 34 0 2 23 132
Hedge fund leverage 1 2 14 115 8 20 61 558
High idiosyncratic volatility and low returns: International and further U.S. evidence 3 11 53 486 13 34 178 1,611
Interest Rate Risk Management 0 0 1 1 0 0 5 8
International Asset Allocation With Regime Shifts 0 0 0 1 3 15 31 1,309
Investment beliefs of endowments 0 0 1 13 0 0 10 45
Is Ipo Underperformance a Peso Problem? 0 0 0 16 0 0 6 165
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 0 1 3 141
Monetary Policy Shifts and the Term Structure 1 1 2 120 4 7 37 430
No-arbitrage Taylor rules 0 0 2 203 2 5 29 922
Portfolio Choice with Illiquid Assets 3 4 12 35 5 8 28 140
Regime Changes and Financial Markets 0 1 3 167 2 11 31 691
Regime Switches in Interest Rates 0 0 0 0 0 11 44 1,157
Risk, return, and dividends 0 0 1 124 0 2 10 410
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 0 0 2 8 0 0 7 42
Short rate nonlinearities and regime switches 0 0 0 77 0 0 2 230
Stock Return Predictability: Is it There? 0 0 4 18 1 6 47 143
Systemic sovereign credit risk: Lessons from the U.S. and Europe 1 4 20 302 2 7 53 852
Taxes on Tax‐Exempt Bonds 1 1 4 49 3 4 10 249
Testing conditional factor models 3 7 23 265 4 14 54 721
The Cross‐Section of Volatility and Expected Returns 0 3 19 675 9 26 115 2,466
The Efficient Market Theory and Evidence: Implications for Active Investment Management 1 4 18 189 3 9 43 474
The Joint Cross Section of Stocks and Options 2 4 7 60 4 9 23 279
The Term Structure of Real Rates and Expected Inflation 1 2 9 224 2 5 26 706
The term structure of real rates and expected inflation 0 1 4 411 0 2 19 1,291
Using Stocks or Portfolios in Tests of Factor Models 0 3 10 18 0 6 33 74
What does the yield curve tell us about GDP growth? 3 4 11 322 8 21 77 1,196
What does the yield curve tell us about GDP growth? 0 0 1 858 1 2 9 2,750
Why stocks may disappoint 1 2 11 230 3 13 58 691
Total Journal Articles 33 97 411 7,741 117 395 1,871 28,485


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 11 26 212 1,738
Total Books 0 0 0 0 11 26 212 1,738


Statistics updated 2022-06-07