Andrew Ang
Columbia Business School
3022 Broadway 413 Uris
New York, NY 10027
Tel: 212/854-9154
Fax: 212/662-8474
E-Mail: 
WWW: http://www.columbia.edu/~aa610
Institutional Affiliation: Columbia University
Information about this author at RePEc
NBER Working Papers and Publications
| October 2014 | Risk and Information in the Municipal Bond Market
NBER Reporter 2014 number 3
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| October 2013 | The Joint Cross Section of Stocks and Options
with Byeong-Je An, Turan G. Bali, Nusret Cakici: w19590
Published: Byeong-Je An & Andrew Ang & Turan G. Bali & Nusret Cakici, 2014. "The Joint Cross Section of Stocks and Options," Journal of Finance, American Finance Association, vol. 69(5), pages 2279-2337, October. citation courtesy of 
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| September 2013 | Advance Refundings of Municipal Bonds
with Richard C. Green, Yuhang Xing: w19459
Published: ANDREW ANG & RICHARD C. GREEN & FRANCIS A. LONGSTAFF & YUHANG XING, 2017. "Advance Refundings of Municipal Bonds," The Journal of Finance, vol 72(4), pages 1645-1682. citation courtesy of
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| Portfolio Choice with Illiquid Assets
with Dimitris Papanikolaou, Mark Westerfield: w19436
Published: “Portfolio Choice with Illiquid Assets,” with Dimitris Papanikolaou and Mark M. Westerfield, 2014, Management Science, 60, 11, 2737-2761. citation courtesy of
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| August 2013 | Asset Pricing in the Dark: The Cross Section of OTC Stocks
with Assaf A. Shtauber, Paul C. Tetlock: w19309
Published: Andrew Ang & Assaf A. Shtauber & Paul C. Tetlock, 2013. "Asset Pricing in the Dark: The Cross-Section of OTC Stocks," Review of Financial Studies, Society for Financial Studies, vol. 26(12), pages 2985-3028. citation courtesy of
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| July 2013 | Search for a Common Factor in Public and Private Real Estate Returns
with Neil Nabar, Sam Wald: w19194
Published: Searching for a Common Factor in Public and Private Real Estate Returns Andrew Ang, Neil Nabar, and Samuel J. Wald The Journal of Portfolio Management JPM RE 2013, Vol. 39, No. 5: pp. 120-133
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| May 2013 | Liability Investment with Downside Risk
with Bingxu Chen, Suresh Sundaresan: w19030
Published: Liability-Driven Investment with Downside Risk Andrew Ang, Bingxu Chen, and Suresh Sundaresan The Journal of Portfolio Management Fall 2013, Vol. 40, No. 1: pp. 71-87
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| February 2012 | Inflation and Individual Equities
with Marie Brière, Ombretta Signori: w17798
Published: “Inflation and Individual Equities,” with Marie Brière and Ombretta Signori, 2012, Financial Analysts Journal, 68, 4, 36-55. Funded by Netspar.
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| November 2011 | Testing Conditional Factor Models
with Dennis Kristensen: w17561
Published: Ang, Andrew & Kristensen, Dennis, 2012. "Testing conditional factor models," Journal of Financial Economics, Elsevier, vol. 106(1), pages 132-156. citation courtesy of
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| June 2011 | Regime Changes and Financial Markets
with Allan Timmermann: w17182
Published: Andrew Ang & Allan Timmermann, 2012. "Regime Changes and Financial Markets," Annual Review of Financial Economics, Annual Reviews, vol. 4(1), pages 313-337. citation courtesy of
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| April 2011 | Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe
with Francis A. Longstaff: w16982
Published: Ang, Andrew & Longstaff, Francis A., 2013. "Systemic sovereign credit risk: Lessons from the U.S. and Europe," Journal of Monetary Economics, Elsevier, vol. 60(5), pages 493-510. citation courtesy of
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| February 2011 | Hedge Fund Leverage
with Sergiy Gorovyy, Gregory B. van Inwegen: w16801
Published: Ang, Andrew & Gorovyy, Sergiy & van Inwegen, Gregory B., 2011. "Hedge fund leverage," Journal of Financial Economics, Elsevier, vol. 102(1), pages 102-126, October. citation courtesy of
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| May 2010 | Build America Bonds
with Vineer Bhansali, Yuhang Xing: w16008
Published: “Build America Bonds,” with Vi neer Bhansali and Yuhang Xing, 2010, Journal of Fixed Income , 20, 1, 67-73.
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| April 2010 | Locked Up by a Lockup: Valuing Liquidity as a Real Option
with Nicolas P.B. Bollen: w15937
Published: Andrew Ang & Nicolas P.B. Bollen, 2010. "Locked Up by a Lockup: Valuing Liquidity as a Real Option," Financial Management, Financial Management Association International, vol. 39(3), pages 1069-1096, 09. citation courtesy of
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| August 2009 | Monetary Policy Shifts and the Term Structure
with Jean Boivin, Sen Dong, Rudy Loo-Kung: w15270
Published: Andrew Ang & Jean Boivin & Sen Dong & Rudy Loo-Kung, 2011. "Monetary Policy Shifts and the Term Structure," Review of Economic Studies, Oxford University Press, vol. 78(2), pages 429-457. citation courtesy of
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| November 2008 | Taxes on Tax-Exempt Bonds
with Vineer Bhansali, Yuhang Xing: w14496
Published: Andrew Ang & Vineer Bhansali & Yuhang Xing, 2010. "Taxes on Tax-Exempt Bonds," Journal of Finance, American Finance Association, vol. 65(2), pages 565-601, 04. citation courtesy of
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| April 2008 | Do Funds-of-Funds Deserve Their Fees-on-Fees?
with Matthew Rhodes-Kropf, Rui Zhao: w13944
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| January 2008 | High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence
with Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang: w13739
Published: Ang, Andrew & Hodrick, Robert J. & Xing, Yuhang & Zhang, Xiaoyan, 2009. "High idiosyncratic volatility and low returns: International and further U.S. evidence," Journal of Financial Economics, Elsevier, vol. 91(1), pages 1-23, January. citation courtesy of
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| September 2007 | No-Arbitrage Taylor Rules
with Sen Dong, Monika Piazzesi: w13448
Published: Andrew Ang & Sen Dong & Monika Piazzesi, 2005.
"No-arbitrage Taylor rules,"
Proceedings,
Federal Reserve Bank of San Francisco.
citation courtesy of
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| February 2007 | The Term Structure of Real Rates and Expected Inflation
with Geert Bekaert, Min Wei: w12930
Published:
- Andrew Ang & Geert Bekaert, 2004.
"The term structure of real rates and expected inflation,"
Proceedings,
Federal Reserve Bank of San Francisco, issue Mar.
citation courtesy of
- Andrew Ang & Geert Bekaert & Min Wei, 2008. "The Term Structure of Real Rates and Expected Inflation," Journal of Finance, American Finance Association, vol. 63(2), pages 797-849, 04. citation courtesy of
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| January 2007 | Risk, Return and Dividends
with Jun Liu: w12843
Published: Ang, Andrew & Liu, Jun, 2007. "Risk, return, and dividends," Journal of Financial Economics, Elsevier, vol. 85(1), pages 1-38, July. citation courtesy of
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| May 2006 | Is IPO Underperformance a Peso Problem?
with Li Gu, Yael V. Hochberg: w12203
Published: Ang, Andrew, Li Gu and Yael Hochberg. “Is IPO Underperformance a Peso Problem?” Journal of Financial and Quantitative Analysis 42, 3 (2007): 565-594. citation courtesy of
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| December 2005 | CAPM Over the Long Run: 1926-2001
with Joseph Chen: w11903
Published: Ang, Andrew and Joe Chen. "CAPM Over the Long Run: 1926-2001." Journal of Empirical Finance 14, 1 (2007): 1-40. citation courtesy of
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| Downside Risk
with Joseph Chen, Yuhang Xing: w11824
Published:
- Ang, Andrew, Joseph Chen and Yuhang Xing. "Downside Risk," Review of Financial Studies, 2006, v19(4,Winter), 1191-1239. citation courtesy of
- Andrew Ang & Joseph Chen & Yuhang Xing, 2005. "Downside risk," Proceedings, Board of Governors of the Federal Reserve System (U.S.). citation courtesy of
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| August 2005 | Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?
with Geert Bekaert, Min Wei: w11538
Published: Ang, Andrew & Bekaert, Geert & Wei, Min, 2007. "Do macro variables, asset markets, or surveys forecast inflation better?," Journal of Monetary Economics, Elsevier, vol. 54(4), pages 1163-1212, May. citation courtesy of
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| October 2004 | The Cross-Section of Volatility and Expected Returns
with Robert J. Hodrick, Yuhang Xing, Xiaoyan Zhang: w10852
Published: Ang, Andrew, Robert J. Hodrick, Yuhang Xing and Xiaoyan Zhang. "The Cross-Section Of Volatility and Expected Returns," Journal of Finance, 2006, v61(1,Feb), 259-299. citation courtesy of
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| August 2004 | What Does the Yield Curve Tell us about GDP Growth?
with Monika Piazzesi, Min Wei: w10672
Published:
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| November 2003 | How do Regimes Affect Asset Allocation?
with Geert Bekaert: w10080
Published: Ang, Andrew and Geert Bekaert. "How Regimes Affect Asset Allocation," Financial Analsts Journal, 2004, v60(2,Mar/Apr), 86-99.
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| October 2003 | How to Discount Cashflows with Time-Varying Expected Returns
with Jun Liu: w10042
Published: Ang, Andrew and Jan Liu. "How To Discount Cashflows With Time-Varying Expected Returns," Journal of Finance, 2004, v59(6,Dec), 2745-2783. citation courtesy of
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| May 2003 | Do Demographic Changes Affect Risk Premiums? Evidence from International Data
with Angela Maddaloni: w9677
Published: Andrew Ang & Angela Maddaloni, 2005. "Do Demographic Changes Affect Risk Premiums? Evidence from International Data," Journal of Business, University of Chicago Press, vol. 78(1), pages 341-380, January. citation courtesy of
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| December 2001 | Downside Risk and the Momentum Effect
with Joseph Chen, Yuhang Xing: w8643
Published: Ang, Andrew, Joe Chen and Yuhang Xing. “Downside Risk." Review of Financial Studies 19 (2006): 1191-1239.
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| July 2001 | A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables
with Monika Piazzesi: w8363
Published: Ang, Andrew and Monika Piazzesi. "A No-Arbitrage Vector Autoregression Of Term Structure Dynamics With Macroeconomic And Latent Variables," Journal of Monetary Economics, 2003, v50(4,May), 745-787. citation courtesy of
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| April 2001 | Stock Return Predictability: Is it There?
with Geert Bekaert: w8207
Published: Ang, Andrew and Geert Bekaert. "Stock Return Predictability: Is it There?" Review of Financial Studies 20, 3 (2007): 651-707.
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| July 2000 | Why Stocks May Disappoint
with Geert Bekaert, Jun Liu: w7783
Published: Ang, Andrew & Bekaert, Geert & Liu, Jun, 2005. "Why stocks may disappoint," Journal of Financial Economics, Elsevier, vol. 76(3), pages 471-508, June. citation courtesy of
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| March 1999 | International Asset Allocation with Time-Varying Correlations
with Geert Bekaert: w7056
Published: Ang, A. and G. Bekaert. "International Asset Allocation With Regime Shifts," Review of Financial Studies, 2002, v15(4), 1137-1187.
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| April 1998 | Regime Switches in Interest Rates
with Geert Bekaert: w6508
Published: Ang, Andrew and Geert Bekaert. "Regime Switches In Interest Rates," Journal of Business and Economic Statistics, 2002, v20(2,Apr), 163-182. citation courtesy of
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