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Ang, Andrew


 SSRN Author Rank: 66 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
66,474
Total
Citations
2,825
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
8,730
(233)
8

2.   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
2,985
(1,614)
451

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
2,978
(1,621)
3

4.  
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
2,810
(1,802)
106

5.  
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
2,771
(1,870)
 

6.  
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
2,563
(2,144)
14

7.  
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
2,364
(2,488)
1

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
2,337
(2,522)
319

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
2,253
(2,688)
32

10.  
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
1,836
(3,790)
15

11.   Incl. Electronic Paper
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
1,744
(4,187)
16

12.  
'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
1,634
(4,709)
 

13.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Bekaert, Geert
Columbia Business School - Finance and Economics
Posted:
16 Jul 03
Last Revised:
15 Jun 11
1,561
(5,089)
119

14.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
11 Jul 12
1,470
(5,668)
 

15.   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
1,445
(5,833)
145

16.   Incl. Electronic Paper
Chen, Joseph
University of California, Davis - Graduate School of Management
Ang, Andrew
Columbia Business School - Finance and Economics
Xing, Yuhang
Rice University
Posted:
30 Dec 04
Last Revised:
15 Jun 11
1,402
(6,130)
110

17.  
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
1,344
(6,586)
208

18.   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
1,303
(6,929)
150

19.  
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
1,300
(6,994)
1

20.   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
1,221
(7,682)
121

21.   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
1,179
(8,172)
36

22.   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
1,091
(9,253)
35

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:
20 Apr 04
Last Revised:
15 Jun 11
1,018
(10,349)
15

24.   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
998
(10,720)
17

25.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
26 Jul 12
939
(11,753)
 

26.  
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
888
(12,801)
34

27.   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
881
(13,005)
10

28.   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
840
(13,910)
302

29.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Zhao, Rui
BlackRock, Inc.
Rhodes-Kropf, Matthew
Harvard Business School - Entrepreneurial Management Unit
Posted:
23 Mar 05
Last Revised:
15 Jun 11
827
(14,247)
11

30.   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
824
(14,332)
57

31.   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
762
(16,102)
24

32.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
22 Sep 10
685
(18,797)
3

33.   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
618
(21,739)
21

34.  
Investment Beliefs of Endowments | Show Abstract | Download |
Columbia Business School Research Paper No. 13-72
Working Paper Series
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:
03 Apr 14
606
(22,392)
 

35.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Gu, Li
Columbia University
Hochberg, Yael V.
NBER
Posted:
12 Apr 04
Last Revised:
15 Jun 11
575
(24,013)
7

36.   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
554
(25,241)
15

37.   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
504
(28,713)
4

38.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
11 Jul 12
475
(31,118)
 

39.  
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
08 Dec 00
461
(32,281)
39

40.   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
456
(32,739)
75

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
443
(33,959)
6

42.  
Estimating Private Equity Returns from Limited Partner Cash Flows | Show Abstract | Download |
Columbia Business School Research Paper No. 13-83
Working Paper Series
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
439
(34,564)
 

43.   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
408
(37,677)
114

44.   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
384
(40,638)
4

45.   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
374
(41,982)
2

46.  
Ang, Andrew
Columbia Business School - Finance and Economics
Sorensen, Morten
Columbia Business School
Posted:
30 Jul 12
373
(42,101)
 

47.   Incl. Electronic Paper
Ang, Andrew
Columbia Business School - Finance and Economics
Boivin, Jean
Columbia Business School
Dong, Sen
Columbia Business School - Economics Department
Loo-Kung, Rudy J.
Inter-American Development Bank (IADB)
Posted:
17 Mar 08
Last Revised:
15 Jun 11
361
(43,804)
30

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
358
(44,220)
 

49.   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
310
(52,460)
8

50.  
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
270
(61,458)
 

51.   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:
23 Sep 13
225
(74,681)
1

52.   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:
22 Apr 11
Last Revised:
14 Sep 13
136
(12,899)
7

53.  
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
133
(121,885)
106

54.  
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
132
(122,658)
9

55.  
Ang, Andrew
Columbia Business School - Finance and Economics
Bollen, Nicolas P. B.
Vanderbilt University - Finance
Posted:
25 Aug 11
65
(196,713)
1

56.   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
60
(205,027)
3

57.  
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
(349,246)
4

58.  
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
6
(360,448)
2

59.  
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:
03 Jul 13
3
(372,163)
 

60.  
Liability Investment with Downside Risk | Show Abstract | Download |
NBER Working Paper No. w19030
Working Paper Series
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:
11 May 13
2
(378,016)
 

61.  
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
751
 

62.  
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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