Andrew Ang
Books
- Efficient Market Theory and Evidence
- The cross-section of volatility and expected returns
- The cross-section of volatility and expected returns
- Do funds-of-funds deserve their fees-on-fees?
- How do regimes affect asset allocation
- Risk, return and dividends
- The term structure of real rates and expected inflation
- Build America bonds
- High idiosyncratic volatility and low returns
- Asset Management
- CAPM over the long run
- Downside risk
- International asset allocation with time-varying correlations
- No-arbitrage Taylor rules
- Stock return predictability
- Why stocks may disappoint
- Hedge fund leverage
- 资产管理
- Do macro variables, asset markets, or surveys forecast inflation better?
- How to discount cashflow with time-varying expected returns
- Regime switches in interest rates
- Do macro variables, asset markets or surveys forecast inflation better?
- Systemic sovereign credit risk
- Do demographic changes affect risk premiums?
- Downside risk and the momentum effect
- Is IPO underperformance a peso problem?
- A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
- What does the yield curve tell us about GDP growth?
- Locked up by a lockup
- Testing conditional factor models
Author data: Open Library