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Ang, Andrew


 SSRN Author Rank: 53 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
83,791
Total
Citations
2,955
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
8,967
(282)
8

2.  
Factor Investing | Show Abstract | Download This Paper | Open PDF in Browser |
Columbia Business School Research Paper No. 13-42
Number of Pages in PDF File: 72
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
11 Jun 13
7,377
(415)
 

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
3,511
(1,519)
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
3,433
(1,572)
492

5.  
Mean-Variance Investing | Show Abstract | Download This Paper | Open PDF in Browser |
Columbia Business School Research Paper No. 12/49
Number of Pages in PDF File: 62
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
19 Aug 12
3,354
(1,626)
2

6.  
CAPM Over the Long-Run: 1926-2001 | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2004 San Diego Meetings
Number of Pages in PDF File: 41
Ang, Andrew
Columbia Business School - Finance and Economics
Chen, Joseph
University of California, Davis - Graduate School of Management
Posted:
23 Nov 03
2,914
(2,106)
108

7.  
Downside Correlation and Expected Stock Returns | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2002 Berlin Meetings Presented Paper; USC Finance & Business Econ. Working Paper No. 01-25
Number of Pages in PDF File: 47
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
2,727
(2,366)
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
2,482
(2,803)
327

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
2,363
(3,039)
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
2,204
(3,417)
17

11.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
11 Jul 12
2,086
(3,749)
 

12.  
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
2,061
(3,838)
17

13.  
'Real' Assets | Show Abstract | Download This Paper | Open PDF in Browser |
Columbia Business School Research Paper No. 12-60
Number of Pages in PDF File: 64
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
13 Oct 12
2,048
(3,873)
 

14.  
Illiquid Asset Investing | Show Abstract | Download This Paper | Open PDF in Browser |
Columbia Business School Research Paper No. 13-2
Number of Pages in PDF File: 50
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
13 Jan 13
1,844
(4,662)
1

15.   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
1,662
(5,596)
125

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
1,557
(6,274)
115

17.   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
1,548
(6,340)
147

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
1,510
(6,617)
166

19.  
Asymmetric Correlations of Equity Portfolios | Show Abstract | Download This Paper | Open PDF in Browser |
EFA 2001 Barcelona Meetings
Number of Pages in PDF File: 56
Chen, Joseph
University of California, Davis - Graduate School of Management
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
19 May 00
1,498
(6,716)
214

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
1,426
(7,311)
6

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
1,298
(8,535)
36

22.   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
1,284
(8,669)
120

23.   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:
18 Jun 15
1,265
(8,882)
2

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
1,163
(10,208)
17

25.   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
1,136
(10,563)
36

26.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
26 Jul 12
1,133
(10,651)
 

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
1,096
(11,235)
 

28.   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
1,082
(11,466)
15

29.  
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
973
(13,498)
38

30.   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
948
(14,038)
10

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
901
(15,182)
317

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
891
(15,457)
11

33.  
How Often Should You Take Tactical Asset Allocation Decisions? | Show Abstract | Download This Paper | Open PDF in Browser |
Columbia Business School Research Paper No. 15-27
Number of Pages in PDF File: 39
An, Byeong-Je
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Collin-Dufresne, Pierre
Ecole Polytechnique Fédérale de Lausanne - Swiss Finance Institute
Posted:
07 Mar 15
889
(15,518)
 

34.   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
870
(16,064)
56

35.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
22 Sep 10
835
(17,090)
4

36.   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
805
(18,026)
23

37.   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
748
(19,990)
22

38.  
Asset Allocation and Bad Habits | Show Abstract | Download This Paper | Open PDF in Browser |
Rotman International Journal of Pension Management, Vol. 7, No. 2, 2014, Columbia Business School Research Paper No. 14-42
Number of Pages in PDF File: 13
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
657
(24,066)
 

39.   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
629
(25,588)
19

40.  
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
11 Jul 12
606
(26,969)
 

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
606
(26,969)
6

42.   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
601
(27,283)
4

43.   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
593
(27,768)
8

44.  
Ang, Andrew
Columbia Business School - Finance and Economics
Sorensen, Morten
Copenhagen Business School
Posted:
30 Jul 12
535
(31,907)
 

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
486
(36,135)
3

46.   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
484
(36,318)
76

47.  
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
08 Dec 00
483
(36,424)
40

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
474
(37,337)
 

49.   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
474
(37,337)
117

50.   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
456
(39,225)
32

51.   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
438
(41,397)
4

52.  
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
399
(46,287)
1

53.  
The Muni Bond Spread: Credit, Liquidity, and Tax | Show Abstract | Download This Paper | Open PDF in Browser |
Columbia Business School Research Paper No. 14-37
Number of Pages in PDF File: 49
Ang, Andrew
Columbia Business School - Finance and Economics
Bhansali, Vineer
Pacific Investment Management Company (PIMCO)
Xing, Yuhang
Rice University
Posted:
30 Aug 14
383
(48,641)
 

54.   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
341
(56,050)
9

55.   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
319
(60,595)
 

56.  
Rethinking the Equity Risk Premium | Show Abstract | Download This Paper | Open PDF in Browser |
CFA Institute Research Foundation M2011-1
Number of Pages in PDF File: 164
Hammond, Paul Brett
MSCI
Leibowitz, Martin L.
Teachers Insurance and Annuity Association College Retirement Equities Fund (TIAA-CREF)
Siegel, Laurence B.
CFA Institute Research Foundation
Ibbotson, Roger G.
Yale School of Management
Asness, Clifford S.
AQR Capital Management, LLC
Dimson, Elroy
London Business School
Marsh, Paul
London Business School - Institute of Finance and Accounting
Staunton, Mike
London Business School - Institute of Finance and Accounting
Grinold, Richard C.
Barclays
Kroner, Kenneth F.
Blackrock
Arnott, Robert D.
Research Affiliates, LLC
Ilmanen, Antti S.
AQR Capital Management (Europe) LLP
Cheng, Peng
Xi'an Jiaotong - Liverpool University - Department of Business, Economics and Management
Ang, Andrew
Columbia Business School - Finance and Economics
Xiaoyan, Zhang
Independent
Siegel, Jeremy J.
University of Pennsylvania - Finance Department
Mehra, Rajnish
Arizona State University (ASU) - W.P Carey School of Business, Department of Economics
Posted:
12 Jun 15
224
(89,282)
2

57.  
The Great Wall of Debt: The Cross Section of Chinese Local Government Credit Spreads | Show Abstract | Download This Paper | Open PDF in Browser |
Georgetown McDonough School of Business Research Paper No. 2603022, Columbia Business School Research Paper No. 15-57
Number of Pages in PDF File: 37
Ang, Andrew
Columbia Business School - Finance and Economics
Bai, Jennie
Georgetown University - Department of Finance
Zhou, Hao
Tsinghua University - PBC School of Finance
Posted:
07 May 15
Last Revised:
20 Jun 15
196
(101,367)
 

58.  
CAPM Over the Long Run: 1926-2001 | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w11903
Number of Pages in PDF File: 54
Chen, Joseph
University of California, Davis - Graduate School of Management
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
24 Jan 06
192
(103,421)
108

59.  
Downside Risk and the Momentum Effect | Show Abstract | Download This Paper | Open PDF in Browser |
NBER Working Paper No. w8643
Number of Pages in PDF File: 48
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
153
(126,928)
9

60.   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
82
(200,896)
3

61.  
Ang, Andrew
Columbia Business School - Finance and Economics
Bollen, Nicolas P. B.
Vanderbilt University - Finance
Posted:
25 Aug 11
75
(211,931)
1

62.  
Asset Pricing in the Dark: The Cross Section of Otc Stocks | Show Abstract | Add to Cart |
NBER Working Paper No. w19309
Number of Pages in PDF File: 77
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
(407,053)
4

63.  
The Efficient Market Theory and Evidence: Implications for Active Investment Management | Show Abstract | Add to Cart |
Foundations and Trends in Finance, Vol. 5, No. 3, 2010
Number of Pages in PDF File: 99
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
(415,697)
2

64.  
How Regimes Affect Asset Allocation? | Show Abstract |
Financial Analysts Journal, Vol. 60, No. 2, pp. 86-99, March/April 2004
Bekaert, Geert
Columbia Business School - Finance and Economics
Ang, Andrew
Columbia Business School - Finance and Economics
Posted:
07 May 04
 


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