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 2 747 1 4 19 2,176
Advance Refundings of Municipal Bonds 0 0 1 34 2 2 5 158
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 2 3 6 112
Build America Bonds 0 0 1 33 0 0 1 151
CAPM Over the Long Run: 1926-2001 0 0 0 259 0 0 0 754
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 201 1 1 2 800
Do Funds-of-Funds Deserve Their Fees-on-Fees? 0 0 0 86 0 2 5 289
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 254 1 1 10 870
Do demographic changes affect risk premiums? Evidence from international data 0 0 0 106 0 0 1 471
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 0 214 0 0 13 739
Downside Risk 0 0 5 352 0 0 14 974
Downside Risk and the Momentum Effect 0 0 1 398 0 0 7 1,688
Hedge Fund Leverage 0 0 2 165 2 11 27 574
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 2 250 0 0 5 643
How do Regimes Affect Asset Allocation? 1 1 4 375 4 5 21 956
How to Discount Cashflows with Time-Varying Expected Returns 0 0 1 248 1 1 4 905
Inflation and Individual Equities 0 0 0 7 0 0 1 41
Inflation and Individual Equities 0 0 0 55 0 0 2 223
International Asset Allocation with Time-Varying Correlations 1 2 2 921 1 2 5 2,682
Is IPO Underperformance a Peso Problem? 0 0 0 62 0 0 0 460
Liability Investment with Downside Risk 0 0 0 7 0 3 6 128
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 24 0 0 3 165
Monetary Policy Shifts and the Term Structure 0 0 0 219 0 0 16 679
No-Arbitrage Taylor Rules 0 0 2 35 0 0 12 216
No-Arbitrage Taylor Rules 0 0 1 138 0 1 3 449
Portfolio Choice with Illiquid Assets 0 0 1 107 0 2 10 335
Portfolio Performance Attribution via Shapley Value 0 1 5 29 1 6 16 80
Regime Changes and Financial Markets 0 0 3 202 1 2 9 450
Regime Changes and Financial Markets 0 2 4 65 0 9 16 267
Regime Switches in Interest Rates 0 1 5 1,155 0 1 19 2,890
Risk, Return and Dividends 0 0 0 20 0 0 0 107
Risk, Return and Dividends 0 0 1 146 0 0 3 302
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 1 1 8 179
Stock Return Predictability: Is it There? 1 5 8 1,162 3 11 44 3,291
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 1 210 0 1 8 481
Tax-Aware Portfolio Construction via Convex Optimization 0 0 2 18 0 0 5 34
Taxes on Tax-Exempt Bonds 0 0 0 54 0 2 8 322
Testing Conditional Factor Models 0 0 1 312 0 0 2 644
Testing Conditional Factor Models 0 0 2 127 0 0 8 383
The Cross-Section of Volatility and Expected Returns 0 0 1 605 1 1 14 1,960
The Joint Cross Section of Stocks and Options 0 0 0 56 0 0 2 184
The Term Structure of Real Rates and Expected Inflation 0 0 1 253 0 0 13 795
The Term Structure of Real Rates and Expected Inflation 0 0 2 452 0 0 8 1,133
What Does the Yield Curve Tell us about GDP Growth? 0 0 2 455 0 2 16 1,713
Why Stocks May Disappoint 0 0 1 289 0 0 26 1,088
Total Working Papers 3 13 65 10,924 22 74 423 33,941


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 0 4 508 0 8 32 1,749
Advance Refundings of Municipal Bonds 0 0 0 8 0 0 4 86
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 1 1 1 38 1 2 16 277
Asymmetric correlations of equity portfolios 0 0 10 620 3 8 57 1,628
CAPM over the long run: 1926-2001 1 2 7 286 2 6 16 775
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 1 1 2 163 1 3 9 625
Do macro variables, asset markets, or surveys forecast inflation better? 0 1 6 604 5 8 54 1,898
Downside Risk 1 3 17 460 4 9 57 1,436
Downside risk 0 0 2 71 0 1 27 547
Estimating Private Equity Returns from Limited Partner Cash Flows 3 6 35 139 7 14 54 373
Factor risk premiums and invested capital: calculations with stochastic discount factors 0 0 2 40 0 0 5 142
Hedge fund leverage 1 4 5 127 2 8 23 599
High idiosyncratic volatility and low returns: International and further U.S. evidence 3 7 25 540 6 20 101 1,855
Interest Rate Risk Management 0 0 1 4 0 0 5 17
International Asset Allocation With Regime Shifts 0 0 0 1 3 8 33 1,381
Investment beliefs of endowments 1 3 3 16 1 3 4 52
Is Ipo Underperformance a Peso Problem? 0 0 0 16 0 2 2 169
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 0 0 1 144
Monetary Policy Shifts and the Term Structure 0 0 1 125 1 1 19 482
No-arbitrage Taylor rules 0 0 4 209 0 1 17 957
Portfolio Choice with Illiquid Assets 2 3 4 46 3 7 18 175
Regime Changes and Financial Markets 0 1 11 193 0 6 34 753
Regime Switches in Interest Rates 0 0 0 0 1 2 15 1,216
Risk, return, and dividends 0 0 0 124 0 0 2 415
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 1 1 4 12 1 1 8 57
Short rate nonlinearities and regime switches 0 0 0 77 0 0 0 233
Stock Return Predictability: Is it There? 0 1 3 24 0 2 24 218
Systemic sovereign credit risk: Lessons from the U.S. and Europe 2 4 14 328 4 8 46 940
Taxes on Tax‐Exempt Bonds 0 0 1 51 1 2 6 261
Testing conditional factor models 0 0 7 282 1 3 23 787
The Cross‐Section of Volatility and Expected Returns 0 3 17 706 8 34 112 2,654
The Efficient Market Theory and Evidence: Implications for Active Investment Management 2 3 11 208 3 9 24 522
The Joint Cross Section of Stocks and Options 2 4 8 75 3 11 23 323
The Term Structure of Real Rates and Expected Inflation 0 2 6 234 0 4 13 737
The term structure of real rates and expected inflation 0 1 1 413 2 4 11 1,333
Using Stocks or Portfolios in Tests of Factor Models 1 2 11 38 4 6 24 127
What does the yield curve tell us about GDP growth? 0 0 1 859 0 0 2 2,753
What does the yield curve tell us about GDP growth? 0 0 5 346 1 5 34 1,283
Why stocks may disappoint 0 1 6 242 0 3 21 757
Total Journal Articles 22 54 235 8,245 68 209 976 30,736


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 25 59 1,864
Total Books 0 0 0 0 11 25 59 1,864


Statistics updated 2024-05-04