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Ang, Andrew


 SSRN Author Rank: 61 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
75,378
Total
Citations
2,935
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
8,835
(258)
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
5,215
(680)
 

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
3,220
(1,557)
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
3,178
(1,595)
490

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
2,983
(1,776)
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
2,859
(1,943)
108

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
2,629
(2,273)
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
2,408
(2,653)
325

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
2,307
(2,839)
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
2,013
(3,575)
17

11.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
11 Jul 12
1,948
(3,794)
 

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
1,938
(3,834)
17

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
1,920
(3,902)
 

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
1,646
(5,093)
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
1,621
(5,237)
120

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
1,491
(6,075)
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
1,481
(6,145)
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
1,439
(6,438)
212

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
1,379
(6,930)
160

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
1,259
(8,023)
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
1,242
(8,220)
36

22.   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
1,203
(8,697)
6

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
1,106
(9,934)
36

24.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
26 Jul 12
1,099
(10,087)
 

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
1,086
(10,279)
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
1,048
(10,882)
15

27.   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
960
(12,452)
 

28.   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
954
(12,577)
2

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
916
(13,372)
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
910
(13,507)
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
860
(14,708)
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
851
(14,955)
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
848
(15,037)
58

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
784
(16,912)
23

35.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
22 Sep 10
754
(17,888)
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
678
(20,839)
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
593
(25,133)
19

38.   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
582
(25,802)
8

39.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
11 Jul 12
579
(25,995)
 

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
548
(28,039)
4

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
527
(29,506)
6

42.  
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
08 Dec 00
476
(33,798)
39

43.   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
471
(34,232)
76

44.  
Ang, Andrew
Columbia Business School - Finance and Economics
Sorensen, Morten
Copenhagen Business School
Posted:
30 Jul 12
461
(35,202)
 

45.   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
449
(36,352)
117

46.   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
421
(39,404)
3

47.   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
417
(39,902)
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
413
(40,375)
 

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
410
(40,755)
32

50.  
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
370
(46,504)
 

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
334
(52,244)
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
324
(54,227)
8

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
268
(67,341)
 

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
217
(84,055)
 

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
156
(114,887)
108

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
141
(125,380)
9

57.  
Ang, Andrew
Columbia Business School - Finance and Economics
Bollen, Nicolas P. B.
Vanderbilt University - Finance
Posted:
25 Aug 11
69
(205,054)
1

58.   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
69
(205,054)
3

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
(377,873)
4

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
6
(390,262)
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
 


Records 1 - 61 of 61 matches
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