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 2 3 45 2,240
Advance Refundings of Municipal Bonds 0 0 0 34 1 2 15 175
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 0 0 16 132
Build America Bonds 0 0 1 34 0 2 14 171
CAPM Over the Long Run: 1926-2001 0 0 0 259 1 2 15 775
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 202 0 0 13 821
Do Funds-of-Funds Deserve Their Fees-on-Fees? 1 1 2 89 2 2 28 327
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 3 4 25 902
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 0 4 32 783
Downside Risk 0 0 4 364 5 13 85 1,093
Downside Risk and the Momentum Effect 0 0 0 398 2 5 27 1,725
Hedge Fund Leverage 0 0 0 167 0 0 15 602
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 0 3 52 706
How do Regimes Affect Asset Allocation? 0 1 4 384 0 11 51 1,022
How to Discount Cashflows with Time-Varying Expected Returns 1 2 2 250 1 5 21 929
Inflation and Individual Equities 0 0 0 55 1 6 22 257
Inflation and Individual Equities 1 1 1 9 1 2 15 60
International Asset Allocation with Time-Varying Correlations 0 0 1 925 1 2 24 2,716
Is IPO Underperformance a Peso Problem? 0 0 0 62 0 1 38 506
Liability Investment with Downside Risk 0 0 0 7 2 4 20 153
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 24 0 1 15 183
Monetary Policy Shifts and the Term Structure 0 0 0 219 0 2 21 708
No-Arbitrage Taylor Rules 0 0 0 138 0 2 21 472
No-Arbitrage Taylor Rules 0 0 0 36 0 1 18 238
Portfolio Choice with Illiquid Assets 0 0 2 111 2 4 38 381
Portfolio Performance Attribution via Shapley Value 0 0 3 35 1 5 36 136
Regime Changes and Financial Markets 0 3 7 86 4 18 68 384
Regime Changes and Financial Markets 0 5 14 224 4 19 136 631
Regime Switches in Interest Rates 1 4 9 1,175 2 10 47 2,963
Risk, Return and Dividends 0 0 1 148 0 2 22 327
Risk, Return and Dividends 0 0 0 20 0 9 40 148
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 3 3 27 217
Stock Return Predictability: Is it There? 0 1 3 1,184 2 5 67 3,412
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 0 212 2 3 59 547
Tax-Aware Portfolio Construction via Convex Optimization 0 0 0 22 3 7 36 79
Taxes on Tax-Exempt Bonds 0 0 1 55 0 3 16 346
Testing Conditional Factor Models 0 0 0 312 1 2 18 662
Testing Conditional Factor Models 0 0 1 129 1 1 9 402
The Cross-Section of Volatility and Expected Returns 0 1 6 616 5 14 89 2,075
The Joint Cross Section of Stocks and Options 1 1 2 61 1 3 18 211
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 0 3 25 1,165
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 1 4 21 822
What Does the Yield Curve Tell us about GDP Growth? 0 0 0 456 2 8 28 1,746
Why Stocks May Disappoint 0 0 0 289 2 3 20 1,111
Total Working Papers 5 22 70 11,107 58 204 1,482 35,953

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 7 525 5 9 76 1,892
Advance Refundings of Municipal Bonds 0 0 0 10 0 2 15 109
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 1 2 42 2 4 20 306
Asymmetric correlations of equity portfolios 0 3 4 633 12 28 86 1,743
CAPM over the long run: 1926-2001 1 1 1 290 1 3 22 812
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 1 167 0 1 12 650
Do macro variables, asset markets, or surveys forecast inflation better? 1 2 8 625 1 10 70 2,027
Downside Risk 0 7 32 513 14 37 169 1,674
Downside risk 1 1 8 82 1 6 57 616
Estimating Private Equity Returns from Limited Partner Cash Flows 2 9 39 217 6 20 85 527
Factor risk premiums and invested capital: calculations with stochastic discount factors 0 0 2 42 1 3 11 155
Hedge fund leverage 0 0 7 147 2 4 42 684
High idiosyncratic volatility and low returns: International and further U.S. evidence 1 4 9 561 7 20 112 2,024
Interest Rate Risk Management 0 0 0 4 1 1 16 34
International Asset Allocation With Regime Shifts 0 0 0 1 17 47 223 1,706
Investment beliefs of endowments 0 0 1 18 1 1 16 70
Is Ipo Underperformance a Peso Problem? 0 0 0 16 1 3 14 184
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 1 1 16 161
Monetary Policy Shifts and the Term Structure 0 0 1 130 0 1 13 514
No-arbitrage Taylor rules 0 0 0 210 1 2 9 968
Portfolio Choice with Illiquid Assets 0 0 4 57 2 6 33 227
Regime Changes and Financial Markets 3 11 35 264 6 34 166 1,030
Regime Switches in Interest Rates 0 0 0 0 0 1 39 1,277
Risk, return, and dividends 0 0 0 124 1 2 13 431
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 0 0 0 17 1 4 15 89
Short rate nonlinearities and regime switches 0 0 0 77 2 2 15 252
Stock Return Predictability: Is it There? 0 0 1 36 3 4 56 310
Systemic sovereign credit risk: Lessons from the U.S. and Europe 0 4 4 345 3 9 30 1,007
Taxes on Tax‐Exempt Bonds 0 0 2 58 1 2 11 286
Testing conditional factor models 0 1 3 292 1 6 31 844
The Cross‐Section of Volatility and Expected Returns 1 5 41 787 19 120 418 3,281
The Efficient Market Theory and Evidence: Implications for Active Investment Management 0 1 13 239 2 4 47 610
The Joint Cross Section of Stocks and Options 0 3 5 97 3 14 45 413
The Term Structure of Real Rates and Expected Inflation 0 1 1 244 1 2 15 778
The term structure of real rates and expected inflation 0 0 0 414 2 3 22 1,363
Using Stocks or Portfolios in Tests of Factor Models 0 1 4 48 1 4 29 175
What does the yield curve tell us about GDP growth? 1 1 3 358 6 9 47 1,384
What does the yield curve tell us about GDP growth? 0 0 0 860 0 1 13 2,773
Why stocks may disappoint 0 0 0 245 2 2 17 782
Total Journal Articles 11 57 238 8,807 130 432 2,146 34,168

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 8 28 129 2,077
Total Books 0 0 0 0 8 28 129 2,077

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Statistics updated 2026-10-11