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Ang, Andrew


 SSRN Author Rank: 59 by Downloads
 

Columbia Business School - Finance and Economics


 3022 Broadway
 New York, NY 10027
 United States
 email address

 

National Bureau of Economic Research (NBER)


 1050 Massachusetts Avenue
 Cambridge, MA 02138
 United States

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. Ang, Andrew's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
77,360
Total
Citations
2,946
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Ang, Andrew
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
18 Jul 98
8,858
(267)
8

2.  
Factor Investing | Show Abstract | Download |
Columbia Business School Research Paper No. 13-42
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
11 Jun 13
5,721
(591)
 

3.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Kjaer, Knut N.
affiliation not provided to SSRN
Posted:
12 Nov 11
Last Revised:
03 Feb 12
3,284
(1,546)
3

4.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Xing, Yuhang
Rice University
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
27 Oct 04
Last Revised:
15 Jun 11
3,266
(1,561)
492

5.  
Mean-Variance Investing | Show Abstract | Download |
Columbia Business School Research Paper No. 12/49
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
19 Aug 12
3,079
(1,734)
2

6.  
CAPM Over the Long-Run: 1926-2001 | Show Abstract | Download |
AFA 2004 San Diego Meetings
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Posted:
23 Nov 03
2,876
(1,982)
107

7.  
Downside Correlation and Expected Stock Returns | Show Abstract | Download |
EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Xing, Yuhang
Rice University
Posted:
09 Nov 01
2,652
(2,298)
14

8.   Incl. Electronic Paper
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
23 Mar 01
Last Revised:
28 Jun 11
2,425
(2,705)
326

9.   Incl. Electronic Paper
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
07 Apr 99
Last Revised:
15 Jun 11
2,318
(2,900)
33

10.   Incl. Electronic Paper
An, Byeong-Je
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business
Cakici, Nusret
Fordham University
Posted:
08 Jan 10
Last Revised:
24 Mar 14
2,078
(3,497)
17

11.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
11 Jul 12
2,003
(3,713)
 

12.  
Yield Curve Predictors of Foreign Exchange Returns | Show Abstract | Download |
AFA 2011 Denver Meetings Paper
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Posted:
25 Jan 10
Last Revised:
15 Jun 11
1,971
(3,828)
18

13.  
'Real' Assets | Show Abstract | Download |
Columbia Business School Research Paper No. 12-60
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
13 Oct 12
1,953
(3,897)
 

14.  
Illiquid Asset Investing | Show Abstract | Download |
Columbia Business School Research Paper No. 13-2
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
13 Jan 13
1,704
(4,933)
1

15.   Incl. Electronic Paper
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
16 Jul 03
Last Revised:
15 Jun 11
1,631
(5,340)
124

16.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Piazzesi, Monika
University of Chicago - Booth School of Business
Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
Posted:
02 Sep 04
Last Revised:
15 Jun 11
1,508
(6,122)
147

17.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Xing, Yuhang
Rice University
Posted:
30 Dec 04
Last Revised:
15 Jun 11
1,500
(6,179)
116

18.  
Asymmetric Correlations of Equity Portfolios | Show Abstract | Download |
EFA 2001 Barcelona Meetings
Working Paper Series
Chen, Joseph
University of California, Davis - Graduate School of Management
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
19 May 00
1,456
(6,489)
213

19.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Hodrick, Robert J.
Columbia Business School - Finance and Economics
Xing, Yuhang
Rice University
Zhang, Xiaoyan
Purdue University - Krannert School of Management
Posted:
24 Jan 08
Last Revised:
21 Oct 11
1,420
(6,797)
165

20.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Papanikolaou, Dimitris
Northwestern University - Kellogg School of Management - Department of Finance
Westerfield, Mark M.
University of Washington
Posted:
26 Oct 10
Last Revised:
07 Nov 14
1,277
(8,080)
6

21.   Incl. Electronic Paper
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
01 Jun 98
Last Revised:
15 Jun 11
1,263
(8,241)
120

22.   Incl. Electronic Paper
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
27 May 02
Last Revised:
28 Jun 11
1,258
(8,299)
36

23.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
31 May 02
Last Revised:
15 Jun 11
1,119
(10,024)
36

24.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
26 Jul 12
1,110
(10,214)
 

25.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Gorovyy, Sergiy
Columbia Business School
van Inwegen, Greg
Citi Private Bank
Posted:
02 Aug 10
Last Revised:
15 Jun 11
1,110
(10,214)
17

26.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
20 Apr 04
Last Revised:
15 Jun 11
1,059
(10,986)
15

27.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Bingxu
Columbia Business School - Finance and Economics
Goetzmann, William N.
Yale School of Management - International Center for Finance
Phalippou, Ludovic
University of Oxford - Said Business School
Posted:
18 Nov 13
Last Revised:
02 Jul 14
1,049
(11,182)
2

28.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Ayala, Andres
Columbia Business School - Finance and Economics
Goetzmann, William N.
Yale School of Management - International Center for Finance
Posted:
19 Sep 13
Last Revised:
09 Jul 14
1,011
(11,842)
 

29.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Bollen, Nicolas P. B.
Vanderbilt University - Finance
Posted:
30 Oct 08
Last Revised:
17 Nov 12
923
(13,583)
10

30.  
Using Individual Stocks or Portfolios in Tests of Factor Models | Show Abstract | Download |
AFA 2009 San Francisco Meetings Paper
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Schwarz, Krista
University of Pennsylvania - Finance Department
Posted:
17 Mar 08
922
(13,603)
36

31.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Piazzesi, Monika
University of Chicago - Booth School of Business
Posted:
22 Nov 99
Last Revised:
15 Jun 11
875
(14,722)
318

32.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Rhodes-Kropf, Matthew
Harvard Business School - Entrepreneurial Management Unit
Zhao, Rui
BlackRock, Inc.
Posted:
23 Mar 05
Last Revised:
15 Jun 11
867
(14,920)
11

33.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Bekaert, Geert
Columbia Business School - Finance and Economics
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
Posted:
30 Mar 00
Last Revised:
15 Jun 11
854
(15,298)
57

34.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Maddaloni, Angela
European Central Bank (ECB)
Posted:
28 Jul 01
Last Revised:
15 Jun 11
791
(17,169)
23

35.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
22 Sep 10
772
(17,763)
4

36.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Kristensen, Dennis
University of Aarhus - CREATES
Posted:
04 Mar 09
Last Revised:
04 Nov 11
694
(20,710)
22

37.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
Posted:
21 Apr 11
Last Revised:
12 Mar 12
603
(25,207)
19

38.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
11 Jul 12
585
(26,339)
 

39.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Gu, Li
Columbia University
Hochberg, Yael V.
National Bureau of Economic Research (NBER)
Posted:
12 Apr 04
Last Revised:
15 Jun 11
584
(26,412)
8

40.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Shtauber, Assaf A.
Columbia University - Columbia Business School
Tetlock, Paul C.
Columbia Business School - Finance and Economics
Posted:
26 Nov 10
Last Revised:
02 Aug 13
556
(28,241)
3

41.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
Posted:
05 Jul 11
Last Revised:
09 Nov 12
544
(29,150)
6

42.  
Ang, Andrew
Columbia Business School - Finance and Economics
Sorensen, Morten
Copenhagen Business School
Posted:
30 Jul 12
491
(33,277)
 

43.  
Asset Allocation and Bad Habits | Show Abstract | Download |
Rotman International Journal of Pension Management, Vol. 7, No. 2, 2014, Columbia Business School Research Paper No. 14-42
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Goyal, Amit
University of Lausanne
Ilmanen, Antti S.
AQR Capital Management (Europe) LLP
Posted:
17 Sep 14
489
(33,461)
 

44.  
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
08 Dec 00
476
(34,644)
40

45.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Dong, Sen
Columbia Business School - Economics Department
Piazzesi, Monika
University of Chicago - Booth School of Business
Posted:
21 Nov 04
Last Revised:
11 Nov 11
474
(34,818)
76

46.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Bekaert, Geert
Columbia Business School - Finance and Economics
Wei, Min
Board of Governors of the Federal Reserve - Division of Monetary Affairs
Posted:
09 Aug 05
Last Revised:
07 Nov 11
461
(36,116)
117

47.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Ulrich, Maxim
Columbia Business School - Finance and Economics
Posted:
02 Nov 11
Last Revised:
17 Apr 12
445
(37,758)
3

48.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Bingxu
Columbia Business School - Finance and Economics
Sundaresan, Suresh M.
Columbia Business School - Finance and Economics
Posted:
25 May 12
Last Revised:
17 Jan 13
436
(38,755)
 

49.   Incl. Electronic Paper
Boivin, Jean
Columbia Business School
Dong, Sen
Columbia Business School - Economics Department
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
17 Mar 08
Last Revised:
15 Jun 11
427
(39,761)
32

50.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Briere, Marie
Amundi Asset Management
Signori, Ombretta
AXA Investment Managers
Posted:
12 Apr 11
Last Revised:
07 Feb 12
425
(39,990)
3

51.  
Ang, Andrew
Columbia Business School - Finance and Economics
Nabar, Neil
Fidelity Investments, Inc. - Fidelity Management & Research
Wald, Samuel
Fidelity Investments, Inc. - Fidelity Management & Research
Posted:
12 Oct 12
Last Revised:
17 Apr 13
356
(49,636)
1

52.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Bhansali, Vineer
Pacific Investment Management Company (PIMCO)
Xing, Yuhang
Rice University
Posted:
25 Mar 08
Last Revised:
21 Oct 11
329
(54,635)
9

53.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Green, Richard C.
Carnegie Mellon University - David A. Tepper School of Business
Xing, Yuhang
Rice University
Posted:
05 Aug 13
Last Revised:
14 Aug 14
284
(64,726)
 

54.  
The Muni Bond Spread: Credit, Liquidity, and Tax | Show Abstract | Download |
Columbia Business School Research Paper No. 14-37
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Bhansali, Vineer
Pacific Investment Management Company (PIMCO)
Xing, Yuhang
Rice University
Posted:
30 Aug 14
267
(69,235)
 

55.  
CAPM Over the Long Run: 1926-2001 | Show Abstract | Download |
NBER Working Paper No. w11903
Working Paper Series
Chen, Joseph
University of California, Davis - Graduate School of Management
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
24 Jan 06
167
(110,673)
107

56.  
Downside Risk and the Momentum Effect | Show Abstract | Download |
NBER Working Paper No. w8643
Working Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Xing, Yuhang
Rice University
Posted:
14 Dec 01
144
(126,013)
9

57.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Bhansali, Vineer
Pacific Investment Management Company (PIMCO)
Xing, Yuhang
Rice University
Posted:
02 May 10
Last Revised:
15 Jun 11
73
(203,174)
3

58.  
Ang, Andrew
Columbia Business School - Finance and Economics
Bollen, Nicolas P. B.
Vanderbilt University - Finance
Posted:
25 Aug 11
71
(206,427)
1

59.  
Ang, Andrew
Columbia Business School - Finance and Economics
Shtauber, Assaf A.
Columbia University - Columbia Business School
Tetlock, Paul C.
Columbia Business School - Finance and Economics
Posted:
10 Aug 13
9
(386,480)
3

60.  
The Efficient Market Theory and Evidence: Implications for Active Investment Management | Show Abstract | Download |
Foundations and Trends in Finance, Vol. 5, No. 3, 2010
Accepted Paper Series
Ang, Andrew
Columbia Business School - Finance and Economics
Goetzmann, William N.
Yale School of Management - International Center for Finance
Schaefer, Stephen M.
London Business School - Institute of Finance and Accounting
Posted:
29 Feb 12
7
(394,863)
2

61.  
How Regimes Affect Asset Allocation? | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 2, pp. 86-99, March/April 2004
Accepted Paper Series
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
07 May 04
 


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