Andrew Ang, PhD: Including Factor Investing in Portfolio Design

10 Pages Posted: 13 Jan 2021

Date Written: October 1, 2020

Abstract

In February 2020, Andrew Ang spoke with members of the Journal of Investment Consulting editorial advisory board about factor investing—its fundamental economic basis, its past performance, and its role in the future. Taking part in the discussion were Inna Okounkova, Columbia University and editor-in-chief of the Journal; Mark J. P. Anson, The Commonfund; Edward Baker, Mesirow Financial; Ludwig Chincarini, University of San Francisco and United States Commodity Funds; Philip Fazio, Merrill Lynch; and Geoffrey Gerber, TWIN Capital Management.

Keywords: [Andrew Ang, Factor Investing, Portfolio Design

JEL Classification: G10, G11

Suggested Citation

Ang, Andrew, Andrew Ang, PhD: Including Factor Investing in Portfolio Design (October 1, 2020). Journal of Investment Consulting, Vol. 20, No. 1, 2020, pp. 4-11, Available at SSRN: https://ssrn.com/abstract=3753719

Andrew Ang (Contact Author)

BlackRock, Inc ( email )

55 East 52nd Street
New York City, NY 10055
United States

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