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 1 12 44 2,235
Advance Refundings of Municipal Bonds 0 0 0 34 1 3 14 173
Asset Pricing in the Dark: The Cross Section of OTC Stocks 0 0 0 14 0 4 16 131
Build America Bonds 0 0 0 33 2 4 12 168
CAPM Over the Long Run: 1926-2001 0 0 0 259 1 4 13 772
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 0 202 0 2 14 820
Do Funds-of-Funds Deserve Their Fees-on-Fees? 1 1 1 88 2 9 25 323
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better? 0 0 1 256 0 4 19 896
Do demographic changes affect risk premiums? Evidence from international data 0 0 1 107 2 3 16 491
Do macro variables, asset markets, or surveys forecast inflation better? 0 0 5 221 2 14 30 776
Downside Risk 1 3 6 364 7 23 69 1,067
Downside Risk and the Momentum Effect 0 0 0 398 1 4 19 1,717
Hedge Fund Leverage 0 0 0 167 1 2 16 601
High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence 0 0 1 252 2 7 51 703
How do Regimes Affect Asset Allocation? 0 1 4 381 2 13 40 1,004
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 1 3 16 923
Inflation and Individual Equities 0 0 0 55 1 3 20 251
Inflation and Individual Equities 0 0 0 8 0 3 13 57
International Asset Allocation with Time-Varying Correlations 0 0 0 924 3 6 25 2,712
Is IPO Underperformance a Peso Problem? 0 0 0 62 7 10 39 503
Liability Investment with Downside Risk 0 0 0 7 3 7 17 149
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 24 3 7 13 181
Monetary Policy Shifts and the Term Structure 0 0 0 219 0 5 18 704
No-Arbitrage Taylor Rules 0 0 0 36 1 4 18 236
No-Arbitrage Taylor Rules 0 0 0 138 1 5 18 468
Portfolio Choice with Illiquid Assets 1 1 3 111 2 10 33 374
Portfolio Performance Attribution via Shapley Value 0 0 0 32 2 10 29 127
Regime Changes and Financial Markets 2 4 9 217 12 44 129 603
Regime Changes and Financial Markets 0 1 9 83 5 21 65 365
Regime Switches in Interest Rates 2 2 7 1,170 3 14 41 2,949
Risk, Return and Dividends 0 0 1 148 1 4 20 325
Risk, Return and Dividends 0 0 0 20 0 5 31 139
Search for a Common Factor in Public and Private Real Estate Returns 0 0 0 3 4 8 25 214
Stock Return Predictability: Is it There? 0 2 5 1,183 0 24 70 3,406
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe 0 0 0 212 2 10 57 542
Tax-Aware Portfolio Construction via Convex Optimization 0 0 1 22 3 14 33 72
Taxes on Tax-Exempt Bonds 0 0 1 55 1 4 13 341
Testing Conditional Factor Models 0 0 0 312 0 5 16 660
Testing Conditional Factor Models 0 0 0 128 0 0 8 400
The Cross-Section of Volatility and Expected Returns 0 2 5 614 3 33 80 2,059
The Joint Cross Section of Stocks and Options 0 1 2 60 1 5 15 206
The Term Structure of Real Rates and Expected Inflation 0 0 1 456 0 7 23 1,162
The Term Structure of Real Rates and Expected Inflation 0 0 0 253 0 4 19 817
What Does the Yield Curve Tell us about GDP Growth? 0 0 0 456 0 14 21 1,738
Why Stocks May Disappoint 0 0 0 289 1 8 17 1,107
Total Working Papers 7 18 64 11,073 84 405 1,340 35,667

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 5 523 4 20 79 1,879
Advance Refundings of Municipal Bonds 0 0 1 10 1 3 14 107
Asset Pricing in the Dark: The Cross-Section of OTC Stocks 0 0 3 41 0 2 19 302
Asymmetric correlations of equity portfolios 0 0 3 630 3 21 57 1,708
CAPM over the long run: 1926-2001 0 0 0 289 0 5 23 809
Do Demographic Changes Affect Risk Premiums? Evidence from International Data 0 0 1 167 0 1 13 648
Do macro variables, asset markets, or surveys forecast inflation better? 0 2 8 623 6 19 70 2,014
Downside Risk 2 10 27 504 11 44 146 1,632
Downside risk 1 2 7 81 2 17 51 608
Estimating Private Equity Returns from Limited Partner Cash Flows 2 5 31 200 4 11 70 497
Factor risk premiums and invested capital: calculations with stochastic discount factors 0 1 2 42 0 2 8 151
Hedge fund leverage 0 1 7 146 4 14 39 675
High idiosyncratic volatility and low returns: International and further U.S. evidence 2 4 6 557 5 26 93 1,998
Interest Rate Risk Management 0 0 0 4 0 2 15 33
International Asset Allocation With Regime Shifts 0 0 0 1 8 45 173 1,634
Investment beliefs of endowments 0 0 1 18 2 7 16 69
Is Ipo Underperformance a Peso Problem? 0 0 0 16 0 2 8 178
Locked Up by a Lockup: Valuing Liquidity as a Real Option 0 0 0 12 1 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 2 11 26 220
Regime Changes and Financial Markets 3 12 31 251 10 36 133 971
Regime Switches in Interest Rates 0 0 0 0 0 8 43 1,273
Risk, return, and dividends 0 0 0 124 1 4 11 428
Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches 0 0 0 17 0 1 12 84
Short rate nonlinearities and regime switches 0 0 0 77 0 2 13 249
Stock Return Predictability: Is it There? 0 0 5 36 2 10 63 303
Systemic sovereign credit risk: Lessons from the U.S. and Europe 0 0 2 341 4 7 27 998
Taxes on Tax‐Exempt Bonds 0 0 3 58 0 4 11 284
Testing conditional factor models 0 0 2 291 1 9 28 837
The Cross‐Section of Volatility and Expected Returns 1 12 43 778 35 105 309 3,128
The Efficient Market Theory and Evidence: Implications for Active Investment Management 0 3 13 237 2 19 50 604
The Joint Cross Section of Stocks and Options 1 1 7 94 3 13 39 398
The Term Structure of Real Rates and Expected Inflation 0 0 1 243 1 5 15 774
Using Stocks or Portfolios in Tests of Factor Models 1 3 4 47 1 6 24 169
What does the yield curve tell us about GDP growth? 0 1 3 357 1 11 46 1,373
Why stocks may disappoint 0 0 0 245 1 5 14 779
Total Journal Articles 13 59 221 7,247 115 507 1,789 28,487
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 9 35 127 2,044
Total Books 0 0 0 0 9 35 127 2,044

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Statistics updated 2026-06-04