Andrew Ang
Andrew Ang
BlackRock
Email verificata su columbia.edu - Home page
Titolo
Citata da
Citata da
Anno
The cross‐section of volatility and expected returns
A Ang, RJ Hodrick, Y Xing, X Zhang
The Journal of Finance 61 (1), 259-299, 2006
5910*2006
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
A Ang, M Piazzesi
Journal of Monetary economics 50 (4), 745-787, 2003
18902003
International asset allocation with regime shifts
A Ang, G Bekaert
Review of Financial studies 15 (4), 1137-1187, 2002
18692002
Stock return predictability: Is it there?
A Ang, G Bekaert
Review of Financial Studies 20 (3), 651-707, 2007
17692007
Asymmetric correlations of equity portfolios
A Ang, J Chen
Journal of Financial Economics 63 (3), 443-494, 2002
17162002
High idiosyncratic volatility and low returns: International and further US evidence
A Ang, RJ Hodrick, Y Xing, X Zhang
Journal of Financial Economics 91 (1), 1-23, 2009
15462009
Downside risk
A Ang, J Chen, Y Xing
The review of financial studies 19 (4), 1191-1239, 2006
1123*2006
Regime switches in interest rates
A Ang, G Bekaert
Journal of Business & Economic Statistics 20 (2), 163-182, 2002
10502002
What does the yield curve tell us about GDP growth?
A Ang, M Piazzesi, M Wei
Journal of econometrics 131 (1-2), 359-403, 2006
9492006
Do macro variables, asset markets, or surveys forecast inflation better?
A Ang, G Bekaert, M Wei
Journal of Monetary Economics 54 (4), 1163-1212, 2007
9112007
The term structure of real rates and expected inflation
A Ang, G Bekaert, M Wei
The Journal of Finance 63 (2), 797-849, 2008
6082008
CAPM over the long run: 1926-2001
A Ang, J Chen
Journal of Empirical Finance 14 (1), 1-40, 2007
5712007
Systemic sovereign credit risk: Lessons from the us and europe
A Ang, FA Longstaff
National Bureau of Economic Research, 2011
4482011
Asset management: A systematic approach to factor investing
A Ang
Oxford University Press, 2014
4102014
Hedge fund leverage
A Ang, S Gorovyy, GB van Inwegen
Journal of Financial Economics, 2011
365*2011
No-arbitrage Taylor rules
A Ang, S Dong, M Piazzesi
National Bureau of Economic Research Working Paper Series, 2007
3602007
Why stocks may disappoint
A Ang, G Bekaert, J Liu
Journal of Financial Economics 76 (3), 471-508, 2005
3542005
Regime changes and financial markets
A Ang, A Timmermann
National Bureau of Economic Research, 2011
3052011
How do regimes affect asset allocation?
A Ang, G Bekaert
National Bureau of Economic Research, 2003
2762003
The joint cross section of stocks and options
A Ang, TG Bali, N Cakici
SSRN eLibrary, 2010
252*2010
Il sistema al momento non pu eseguire l'operazione. Riprova pi tardi.
Articoli 1–20