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Ang, Andrew's
Scholarly Papers
Click on the title of any column to sort the table by that
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Aggregate Statistics |
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Total
Downloads
54,631 |
Total
Citations
2,694 |
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1.
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Ang, Andrew
Columbia Business School - Finance and Economics Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
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8,614
(191)
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8
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2.
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Ang, Andrew
Columbia Business School - Finance and Economics Chen, Joseph
University of California, Davis - Graduate School of Management
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2,767
(1,576)
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108
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book-to-market effect, value effect, conditional CAPM, momentum effect, reversal effect, time-varying beta
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3.
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The Cross-Section of Volatility and Expected Returns
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Versions (2)
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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
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Posted:
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27 Oct 04
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Last Revised:
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15 Jun 11
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2,665
(1,703)
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428
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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
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1,205
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428
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Systematic risk, stochastic volatility, idiosyncratic volatility
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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
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1,460
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428
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4.
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Investing for the Long Run
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Ang, Andrew
Columbia Business School - Finance and Economics Kjaer, Knut N.
affiliation not provided to SSRN
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Posted:
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12 Nov 11
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Last Revised:
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03 Feb 12
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2,535
(1,854)
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2
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Ang, Andrew
Columbia Business School - Finance and Economics Kjaer, Knut N.
affiliation not provided to SSRN
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24 Dec 11
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Last Revised:
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03 Feb 12
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344
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2
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Ang, Andrew
Columbia Business School - Finance and Economics Kjaer, Knut N.
affiliation not provided to SSRN
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2,191
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2
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contrarian, countercyclical investing, agency problem, delegated portfolio management, illiquid investments
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5.
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Ang, Andrew
Columbia Business School - Finance and Economics Chen, Joseph
University of California, Davis - Graduate School of Management Xing, Yuhang
Rice University
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2,504
(1,896)
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13
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asymmetric risk, cross-sectional asset pricing, downside correlation, downside risk, momentum effect
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6.
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Stock Return Predictability: Is It There?
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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Posted:
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23 Mar 01
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Last Revised:
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28 Jun 11
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2,254
(2,292)
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308
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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177
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308
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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2,077
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308
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Present value model, predictability, international predictability, short rates, dividend yield, earnings yield
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7.
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International Asset Allocation with Time-Varying Correlations
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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Posted:
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07 Apr 99
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Last Revised:
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15 Jun 11
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2,155
(2,484)
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32
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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114
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32
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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2,041
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32
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8.
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Ang, Andrew
Columbia Business School - Finance and Economics Chen, Joseph
University of California, Davis - Graduate School of Management
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| Posted: |
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25 Jan 10
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Last Revised:
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15 Jun 11
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1,644
(3,953)
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13
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carry trade, cross section of foreign exchange rates, predictability, term structure, uncovered interest rate parity
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9.
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The Term Structure of Real Rates and Expected Inflation
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Versions (3)
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hide multiple versions |
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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Posted:
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16 Jul 03
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Last Revised:
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15 Jun 11
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1,489
(4,718)
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117
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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
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154
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117
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Ang, Andrew
Columbia Business School - Finance and Economics Bekaert, Geert
Columbia Business School - Finance and Economics
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22
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117
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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1,313
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117
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regime-switching term structure model, inflation risk premium, business cycles
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10.
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Ang, Andrew
Columbia Business School - Finance and Economics
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1,477
(4,786)
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1
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Diversification, efficient frontier, free lunch, non-participation, risk parity, volatility weighting, estimation risk
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11.
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What Does the Yield Curve Tell Us about GDP Growth?
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Versions (2)
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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
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Posted:
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02 Sep 04
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Last Revised:
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15 Jun 11
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1,383
(5,361)
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141
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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
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106
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141
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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
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1,277
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141
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GDP Forecasting; Short Rate; Term Spread; Arbitrage-Free Term Structure Models; Out-of-Sample Forecast
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12.
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The Joint Cross Section of Stocks and Options
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Versions (2)
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Ang, Andrew
Columbia Business School - Finance and Economics Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business Cakici, Nusret
Fordham University - Graduate School of Business
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Posted:
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08 Jan 10
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Last Revised:
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01 Nov 12
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1,335
(5,718)
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14
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Ang, Andrew
Columbia Business School - Finance and Economics Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business Cakici, Nusret
Fordham University - Graduate School of Business
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| Posted: |
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22 Feb 12
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Last Revised:
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01 Nov 12
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273
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14
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implied volatility, risk premiums, predictability, short-term momentum
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Ang, Andrew
Columbia Business School - Finance and Economics Bali, Turan G.
Georgetown University - Robert Emmett McDonough School of Business Cakici, Nusret
Fordham University - Graduate School of Business
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| Posted: |
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08 Jan 10
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Last Revised:
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27 Feb 12
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1,062
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14
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implied volatility, risk premiums, return predictability, momentum
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13.
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Downside Risk
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Versions (3)
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Chen, Joseph
University of California, Davis - Graduate School of Management Ang, Andrew
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University
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Posted:
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30 Dec 04
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Last Revised:
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15 Jun 11
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1,260
(6,292)
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102
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Chen, Joseph
University of California, Davis - Graduate School of Management Ang, Andrew
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University
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0
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Chen, Joseph
University of California, Davis - Graduate School of Management Ang, Andrew
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University
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172
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102
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Ang, Andrew
Columbia Business School - Finance and Economics Chen, Joseph
University of California, Davis - Graduate School of Management Xing, Yuhang
Rice University
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1,088
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102
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asymmetric risk, cross-sectional asset pricing, downside risk, first-order risk aversion, higher-order moments
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14.
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Chen, Joseph
University of California, Davis - Graduate School of Management Ang, Andrew
Columbia Business School - Finance and Economics
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1,239
(6,459)
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198
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15.
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High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
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Versions (3)
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hide multiple versions |
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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
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Posted:
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24 Jan 08
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Last Revised:
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21 Oct 11
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1,177
(7,044)
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141
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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
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147
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141
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Zhang, Xiaoyan
Purdue University - Krannert School of Management Ang, Andrew
Columbia Business School - Finance and Economics Hodrick, Robert J.
Columbia Business School - Finance and Economics Xing, Yuhang
Rice University
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391
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141
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idiosyncratic volatility, Fama-MacBeth regression
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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
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639
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141
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16.
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Regime Switches in Interest Rates
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Versions (2)
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hide multiple versions |
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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Posted:
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01 Jun 98
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Last Revised:
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15 Jun 11
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1,169
(7,124)
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118
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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102
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118
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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1,067
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118
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17.
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How do Regimes Affect Asset Allocation?
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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Posted:
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27 May 02
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Last Revised:
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28 Jun 11
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1,107
(7,816)
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36
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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124
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36
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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983
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36
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market timing, tactical asset allocation, regime switching, international diversification
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18.
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Ang, Andrew
Columbia Business School - Finance and Economics
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1,074
(8,235)
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Inflation, Commodities, Gold, Real estate, TIPS, real bonds, inflation risk premium, inflation hedge, precious metals, backwardation, normalization, REIT
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19.
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How to Discount Cashflows with Time-Varying Expected Returns
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Versions (3)
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hide multiple versions |
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Ang, Andrew
Columbia Business School - Finance and Economics Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
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Posted:
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31 May 02
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Last Revised:
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15 Jun 11
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1,061
(8,377)
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34
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Ang, Andrew
Columbia Business School - Finance and Economics Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
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0
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present value, term structure of discount rates, time-varying beta, time-varying risk premium, capital budgeting
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Ang, Andrew
Columbia Business School - Finance and Economics Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
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76
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34
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Ang, Andrew
Columbia Business School - Finance and Economics Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
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985
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34
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present value, discount rates, term structure of expected returns, time-varying beta, time-varying risk premium, capital budgeting
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20.
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Risk, Return and Dividends
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Ang, Andrew
Columbia Business School - Finance and Economics Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
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Posted:
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20 Apr 04
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Last Revised:
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15 Jun 11
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983
(9,511)
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14
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Ang, Andrew
Columbia Business School - Finance and Economics Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
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68
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13
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Ang, Andrew
Columbia Business School - Finance and Economics Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management
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915
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13
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risk-return trade-off, risk premium,stochastic volatility, predictability
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21.
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Ang, Andrew
Columbia Business School - Finance and Economics
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863
(11,661)
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Rebalancing, Long-horizon investing, Diversification return, Kelly rule, Ulysses contract, Short volatility strategy
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22.
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Locked Up by a Lockup: Valuing Liquidity as a Real Option
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hide multiple versions |
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Ang, Andrew
Columbia Business School - Finance and Economics Bollen, Nicolas P. B.
Vanderbilt University - Finance
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Posted:
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30 Oct 08
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Last Revised:
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17 Nov 12
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834
(12,330)
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11
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Ang, Andrew
Columbia Business School - Finance and Economics Bollen, Nicolas P. B.
Vanderbilt University - Finance
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55
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11
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Ang, Andrew
Columbia Business School - Finance and Economics Bollen, Nicolas P. B.
Vanderbilt University - Finance
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15
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11
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Ang, Andrew
Columbia Business School - Finance and Economics Bollen, Nicolas P. B.
Vanderbilt University - Finance
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135
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11
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hedge fund lockup, withdrawal, redemption notice period, suspension clause
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Ang, Andrew
Columbia Business School - Finance and Economics Bollen, Nicolas P. B.
Vanderbilt University - Finance
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| Posted: |
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30 Oct 08
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Last Revised:
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17 Nov 12
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629
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11
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Cost of illiquidity, hedge fund valuation, exercise restriction, redemption notice period, lockup, suspension clause
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23.
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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
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829
(12,426)
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32
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Specifying Base Assets, Cross-Sectional Regression, Estimating Risk Premia
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24.
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Hedge Fund Leverage
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Export Bibliographic Info |
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Ang, Andrew
Columbia Business School - Finance and Economics Gorovyy, Sergiy
Columbia Business School van Inwegen, Greg
Citi Private Bank
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Posted:
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02 Aug 10
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Last Revised:
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15 Jun 11
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820
(12,628)
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17
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Ang, Andrew
Columbia Business School - Finance and Economics Gorovyy, Sergiy
Columbia Business School van Inwegen, Greg
Citi Private Bank
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42
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17
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Ang, Andrew
Columbia Business School - Finance and Economics Gorovyy, Sergiy
Columbia Business School van Inwegen, Greg
Citi Private Bank
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| Posted: |
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02 Aug 10
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Last Revised:
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15 Jun 11
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778
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17
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capital structure, long-short positions, exposure, hedging, systemic risk
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25.
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Why Stocks May Disappoint
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Show Abstracts |
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Versions (2)
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hide multiple versions |
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|
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
|
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Posted:
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30 Mar 00
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Last Revised:
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15 Jun 11
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805
(12,977)
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56
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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
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64
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56
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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
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741
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56
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26.
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A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
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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
|
|
795
(13,237)
|
288
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business
|
|
99
|
288
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Piazzesi, Monika
University of Chicago - Booth School of Business
|
|
696
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288
|
|
| |
|
| |
|
|
|
|
|
|
27.
|
|
Do Funds-of-Funds Deserve Their Fees-on-Fees?
|
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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
|
|
790
(13,364)
|
10
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Zhao, Rui
BlackRock, Inc. Rhodes-Kropf, Matthew
Harvard Business School - Entrepreneurial Management Unit
|
| Posted: |
|
26 Nov 08
|
|
Last Revised:
|
|
15 Jun 11
|
|
0
|
|
|
| |
|
| |
Hedge funds, survivorship bias, performance evaluation, benchmarking, asset allocation
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Rhodes-Kropf, Matthew
Harvard Business School - Entrepreneurial Management Unit Zhao, Rui
BlackRock, Inc.
|
|
54
|
10
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Rhodes-Kropf, Matthew
Harvard Business School - Entrepreneurial Management Unit Zhao, Rui
BlackRock, Inc.
|
|
736
|
10
|
|
| |
|
| |
hedge fund, fund-of-funds, portfolio allocation, certainty equivalent
|
|
|
|
|
|
28.
|
|
Do Demographic Changes Affect Risk Premiums? Evidence from International Data
|
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Ang, Andrew
Columbia Business School - Finance and Economics Maddaloni, Angela
European Central Bank (ECB)
|
|
Posted:
|
|
28 Jul 01
|
|
Last Revised:
|
|
15 Jun 11
|
|
736
(14,814)
|
24
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Maddaloni, Angela
European Central Bank (ECB)
|
|
52
|
24
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Maddaloni, Angela
European Central Bank (ECB)
|
|
484
|
24
|
|
| |
|
| |
Population aging, demography, risk premiums, international predictability, social security
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Maddaloni, Angela
European Central Bank (ECB)
|
|
200
|
24
|
|
| |
|
| |
Population aging, demography, risk premiums, international predictability
|
|
|
|
|
|
29.
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics
|
|
731
(14,955)
|
|
|
| |
|
| |
illiquidity premium, asset allocation, portfolio choice, endowment management, Swensen model
|
|
|
30.
|
|
Portfolio Choice with Illiquid Assets
|
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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:
|
|
22 Apr 13
|
|
569
(21,471)
|
7
|
|
|
|
|
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
|
|
104
|
7
|
|
| |
|
| |
asset allocation, liquidity, alternative assets, endowment model
|
|
|
|
|
|
|
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:
|
|
22 Apr 13
|
|
465
|
4
|
|
| |
|
| |
Asset Allocation, Liquidity, Alternative Assets, Liquidity Crises
|
|
|
|
|
|
31.
|
|
Is IPO Underperformance a Peso Problem?
|
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Ang, Andrew
Columbia Business School - Finance and Economics Gu, Li
Columbia University Hochberg, Yael V.
Northwestern University - Kellogg School of Management
|
|
Posted:
|
|
12 Apr 04
|
|
Last Revised:
|
|
15 Jun 11
|
|
569
(21,416)
|
7
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Gu, Li
Columbia University Hochberg, Yael V.
Northwestern University - Kellogg School of Management
|
|
34
|
7
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Gu, Li
Columbia University Hochberg, Yael V.
Northwestern University - Kellogg School of Management
|
|
535
|
7
|
|
| |
|
| |
IPO, long-run performance, small sample inference, peso problem
|
|
|
|
|
|
32.
|
|
Testing Conditional Factor Models
|
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|
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Ang, Andrew
Columbia Business School - Finance and Economics Kristensen, Dennis
University of Aarhus - CREATES
|
|
Posted:
|
|
04 Mar 09
|
|
Last Revised:
|
|
04 Nov 11
|
|
566
(21,574)
|
17
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Kristensen, Dennis
University of Aarhus - CREATES
|
|
12
|
17
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Kristensen, Dennis
University of Aarhus - CREATES
|
|
157
|
17
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Kristensen, Dennis
University of Aarhus - CREATES
|
|
397
|
17
|
|
| |
|
| |
Nonparametric estimator, time-varying beta, conditional alpha, book-to-market premium, momentum effect
|
|
|
|
|
|
33.
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics
|
|
549
(22,427)
|
|
|
| |
|
| |
Equity premium, GARCH, Predictability, Habit, Long-run risk, Disasters, Heterogeneous agents, Spurious regression
|
|
|
34.
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics
|
|
532
(23,424)
|
3
|
|
| |
|
| |
legitimacy, performance, management, government, equilibrium, long run
|
|
|
35.
|
|
Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe
|
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|
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
|
|
463
(28,140)
|
9
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
|
|
127
|
9
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
|
|
57
|
9
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
|
|
23
|
9
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Longstaff, Francis A.
University of California, Los Angeles (UCLA) - Finance Area
|
|
256
|
9
|
|
| |
|
| |
Sovereign Default Risk, CDS, Systemic Risk, Contagion, Euro, Uni Bonds
|
|
|
|
|
|
36.
|
|
|
Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
|
|
444
(29,733)
|
37
|
|
| |
|
| |
Short rate, term spread, drift, volatility, regime-switching
|
|
|
37.
|
|
No-Arbitrage Taylor Rules
|
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|
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|
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
|
|
437
(30,363)
|
73
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Dong, Sen
Columbia Business School - Economics Department Piazzesi, Monika
University of Chicago - Booth School of Business
|
|
43
|
73
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Dong, Sen
Columbia Business School - Economics Department Piazzesi, Monika
University of Chicago - Booth School of Business
|
|
394
|
73
|
|
| |
|
| |
Affine term structure model, monetary policy, interest rate risk
|
|
|
|
|
|
38.
|
|
Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
|
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|
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|
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
|
|
375
(36,828)
|
104
|
|
|
|
|
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
|
|
74
|
103
|
|
| |
|
| |
|
|
|
|
|
|
|
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
|
|
301
|
103
|
|
| |
|
| |
ARIMA, Phillips curve, forecasting, term structure models
|
|
|
|
|
|
39.
|
|
Regime Changes and Financial Markets
|
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|
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|
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
|
|
343
(41,053)
|
7
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
|
|
302
|
7
|
|
| |
|
| |
regime switching, non-linear equilibrium asset pricing models, mixture distributions rare events, jumps
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
|
|
7
|
7
|
|
| |
|
| |
jumps, mixture distributions, non-linear equilibrium asset pricing models, rare events, regime switching
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Timmermann, Allan G.
University of California, San Diego (UCSD) - Department of Economics
|
|
34
|
7
|
|
| |
|
| |
|
|
|
|
|
|
40.
|
|
Inflation and Individual Equities
|
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|
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|
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
|
|
336
(42,080)
|
3
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Briere, Marie
Amundi Asset Management Signori, Ombretta
AXA Investment Managers
|
|
22
|
3
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Briere, Marie
Amundi Asset Management Signori, Ombretta
AXA Investment Managers
|
|
78
|
3
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Briere, Marie
Amundi Asset Management Signori, Ombretta
AXA Investment Managers
|
|
236
|
3
|
|
| |
|
| |
|
|
|
|
|
|
41.
|
|
Asset Pricing in the Dark: The Cross Section of OTC Stocks
|
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|
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|
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:
|
|
06 Feb 13
|
|
330
(43,015)
|
3
|
|
|
|
|
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: |
|
21 Apr 11
|
|
Last Revised:
|
|
06 Feb 13
|
|
150
|
3
|
|
| |
|
| |
Illiquidity Premium, Limits to Arbitrage, Disclosure, Over-the-counter Markets, OTC Stocks, Pink Sheets, Bulletin Board, Return Anomalies
|
|
|
|
|
|
|
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:
|
|
06 Feb 13
|
|
180
|
3
|
|
| |
|
| |
Illiquidity Premium, Limits to Arbitrage, Over-the-Counter Markets, OTC Stocks, Pink Sheets, Bulletin Board, Disclosure, Return Anomalies
|
|
|
|
|
|
42.
|
|
Taxes on Tax-Exempt Bonds
|
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|
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|
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
|
|
296
(48,875)
|
6
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Bhansali, Vineer
Pacific Investment Management Company (PIMCO) Xing, Yuhang
Rice University
|
|
29
|
6
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Bhansali, Vineer
Pacific Investment Management Company (PIMCO) Xing, Yuhang
Rice University
|
|
93
|
6
|
|
| |
|
| |
municipal bonds, income and capital gains tax, de minimis boundary, public finance, implicit tax rate
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Bhansali, Vineer
Pacific Investment Management Company (PIMCO) Xing, Yuhang
Rice University
|
|
8
|
6
|
|
| |
|
| |
|
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Bhansali, Vineer
Pacific Investment Management Company (PIMCO) Xing, Yuhang
Rice University
|
|
166
|
6
|
|
| |
|
| |
municipal bonds, income and capital gains tax, de minimis boundary, public finance
|
|
|
|
|
|
43.
|
|
Monetary Policy Shifts and the Term Structure
|
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|
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|
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
|
|
286
(50,855)
|
29
|
|
|
|
|
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)
|
|
75
|
29
|
|
| |
|
| |
|
|
|
|
|
|
|
Boivin, Jean
Columbia Business School Dong, Sen
Columbia Business School - Economics Department Ang, Andrew
Columbia Business School - Finance and Economics
|
|
211
|
29
|
|
| |
|
| |
Quadratic term structure model, Monetary policy, Interest rate risk, time-varying parameter model
|
|
|
|
|
|
44.
|
|
Nominal Bonds, Real Bonds, and Equity
|
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|
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|
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
|
|
272
(53,806)
|
|
|
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Ulrich, Maxim
Columbia Business School - Finance and Economics
|
| Posted: |
|
24 Dec 11
|
|
Last Revised:
|
|
06 Mar 12
|
|
100
|
|
|
| |
|
| |
term structure, yield curve, equity risk premium, Fed model, TIPS, Taylor rule
|
|
|
|
|
|
|
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
|
|
172
|
|
|
| |
|
| |
Yield Curve, Equity Risk Premium, Fed Model, TIPS, Taylor Rule
|
|
|
|
|
|
45.
|
|
Liability Driven Investment with Downside Risk
|
Show Abstracts |
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|
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|
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
|
|
235
(63,177)
|
|
|
|
|
|
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
|
|
70
|
|
|
| |
|
| |
-
|
|
|
|
|
|
|
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:
|
|
16 Oct 12
|
|
165
|
|
|
| |
|
| |
Liability Driven Investment (LDI) , Asset Allocation, Pension, Downside Risk, Expected Shortfall
|
|
|
|
|
|
46.
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Sorensen, Morten
Columbia Business School
|
|
233
(63,739)
|
|
|
| |
|
| |
|
|
|
47.
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics
|
|
215
(69,363)
|
|
|
| |
|
| |
Principal-agent, Boards, Delegated portfolio management, Benchmark, Optimal Contract
|
|
|
48.
|
|
|
Ang, Andrew
Columbia Business School - Finance and Economics Nabar, Neil
Fidelity Investments, Inc. - Fidelity Management & Research Wald, Samuel
Fidelity Investments, Inc. - Fidelity Management & Research
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12 Oct 12
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Last Revised:
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17 Apr 13
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159
(92,731)
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Real Estate, Direct Real Estate Investments, REITs
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49.
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Ang, Andrew
Columbia Business School - Finance and Economics Chen, Joseph
University of California, Davis - Graduate School of Management Xing, Yuhang
Rice University
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119
(118,614)
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9
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50.
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Chen, Joseph
University of California, Davis - Graduate School of Management Ang, Andrew
Columbia Business School - Finance and Economics
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102
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108
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51.
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Ang, Andrew
Columbia Business School - Finance and Economics Bollen, Nicolas P. B.
Vanderbilt University - Finance
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55
(191,510)
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1
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52.
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Build America Bonds
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Ang, Andrew
Columbia Business School - Finance and Economics Bhansali, Vineer
Pacific Investment Management Company (PIMCO) Xing, Yuhang
Rice University
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Posted:
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02 May 10
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Last Revised:
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15 Jun 11
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47
(205,648)
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2
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Ang, Andrew
Columbia Business School - Finance and Economics Bhansali, Vineer
Pacific Investment Management Company (PIMCO) Xing, Yuhang
Rice University
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47
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2
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Ang, Andrew
Columbia Business School - Finance and Economics Bhansali, Vineer
Pacific Investment Management Company (PIMCO) Xing, Yuhang
Rice University
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0
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Municipal debt, tax-exempt bonds, public finance, tax subsidy
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53.
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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
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3
(330,630)
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2
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efficient market hypothesis, CAPM, APT, arbitrage
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54.
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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
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1
(342,786)
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55.
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Bekaert, Geert
Columbia Business School - Finance and Economics Ang, Andrew
Columbia Business School - Finance and Economics
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Portfolio Management: Asset Allocation, Portfolio Construction, Rebalancing and Implementation
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