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D-Index & Metrics

Economics and Finance

D-Index
63
Citations
38742
World Ranking
667
National Ranking
421

Overview

Andrew Ang is affiliated with BlackRock in the United States. Their research primarily focuses on the fields of Economics, Econometrics, and Finance, with a substantial body of work in related subfields including Finance, Economics and Econometrics, Accounting, Demography, and General Economics, Econometrics and Finance.

Their academic contributions reflect a strong emphasis on financial markets and investment strategies, corporate finance and governance, insurance, mortality, demography, risk management, monetary policy and economic impact, credit risk and financial regulations, financial literacy, pension and retirement analysis, and housing market and economics.

Andrew Ang's frequent coauthors include Katharina Schwaiger, Stephen Boyd, Ananth Madhavan, Mykel J. Kochenderfer, and Steven Diamond.

The most common publication venues where Andrew Ang's research appears are:

  • SSRN Electronic Journal
  • The Journal of Portfolio Management
  • arXiv (Cornell University)
  • Practical Applications
  • Financial Analysts Journal

Notable recent papers by Andrew Ang include:

  • "Toward ESG Alpha: Analyzing ESG Exposures through a Factor Lens" (2020, Financial Analysts Journal)
  • "The great wall of debt: Real estate, political risk, and Chinese local government financing cost" (2023, The Journal of Finance and Data Science)
  • "ESG in Factors" (2020, The Journal of Impact and ESG Investing)
  • "Asset Allocation with Crypto: Application of Preferences for Positive Skewness" (2022, SSRN Electronic Journal)
  • "Asset Allocation with Crypto: Application of Preferences for Positive Skewness" (2023, The Journal of Alternative Investments)

Best Publications

  • The Cross-Section of Volatility and Expected Returns

    Andrew Ang;Robert J. Hodrick;Yuhang Xing;Xiaoyan Zhang

  • International Asset Allocation With Regime Shifts

    Andrew Ang;Geert Bekaert

  • A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

    Andrew Ang;Andrew Ang;Monika Piazzesi;Monika Piazzesi

  • Stock Return Predictability: Is it There?

    Andrew Ang;Geert Bekaert

  • Asymmetric correlations of equity portfolios

    Andrew Ang;Joseph Chen

  • High idiosyncratic volatility and low returns: International and further U.S. evidence

    Andrew Ang;Robert J. Hodrick;Yuhang Xing;Xiaoyan Zhang

  • Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?

    Andrew Ang;Geert Bekaert;Min Wei

  • Regime Switches in Interest Rates

    Andrew Ang;Geert Bekaert

  • Downside Risk

    Unknown

  • What Does the Yield Curve Tell us about GDP Growth

    Andrew Ang;Monika Piazzesi;Min Wei

  • Regime Changes and Financial Markets

    Andrew Ang;Allan Timmermann

  • Downside Risk

    Unknown

  • The Cross-Section of Volatility and Expected Returns

    Andrew Ang;Robert J. Hodrick;Robert J. Hodrick;Yuhang Xing;Xiaoyan Zhang

  • Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?

    Unknown

  • The Term Structure of Real Rates and Expected Inflation

    Andrew Ang;Geert Bekaert;Min Wei

  • CAPM over the long run: 1926–2001

    Andrew Ang;Joseph Chen

  • Stock Return Predictability: Is it There?

    Geert Bekaert;Andrew Ang

  • Asset Management: A Systematic Approach to Factor Investing

    Andrew Ang

  • No-arbitrage Taylor rules

    Andrew Ang;Sen Dong;Monika Piazzesi

  • Why stocks may disappoint

    Andrew Ang;Andrew Ang;Andrew Ang;Geert Bekaert;Geert Bekaert;Jun Liu

  • Regime Changes and Financial Markets

    Andrew Ang;Allan G Timmermann

  • A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables

    Andrew Ang;Monika Piazzesi;Monika Piazzesi

  • Regime Switches in Interest Rates

    Geert Bekaert;Andrew Ang

  • Asymmetric Correlations of Equity Portfolios

    Joseph Chen;Andrew Ang

  • Stock Return Predictability: Is it There?

    Andrew Ang;Geert Bekaert

  • The Term Structure of Real Rates and Expected Inflation

    Geert Bekaert;Andrew Ang

Frequent Co-Authors

Geert Bekaert
Geert Bekaert Columbia University
Monika Piazzesi
Monika Piazzesi Stanford University
William N. Goetzmann
William N. Goetzmann Yale University
Ananth Madhavan
Ananth Madhavan University of California, Berkeley
Robert J. Hodrick
Robert J. Hodrick Columbia University
Francis A. Longstaff
Francis A. Longstaff University of California, Los Angeles
Stephen Boyd
Stephen Boyd Stanford University
Turan G. Bali
Turan G. Bali Georgetown University
Suresh M. Sundaresan
Suresh M. Sundaresan Columbia University
Mykel J. Kochenderfer
Mykel J. Kochenderfer Stanford University

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