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Bekaert, Geert Xing, Yuhang Liu, Jun Wei, Min Chen, Joseph Piazzesi, Monika Bhansali, Vineer Zhang, Xiaoyan Hodrick, Robert J. Schwaiger, Katharina Longstaff, Francis A. Dong, Sen Papanikolaou, Dimitris Cakici, Nusret Bali, Turan G. Timmermann, Allan Bollen, Nicolas P. B. Kristensen, Dennis Signori, Ombretta Shtauber, Assaf A. Green, Richard C. Madhavan, Ananth Narayan Tetlock, Paul C. Westerfield, Mark M. An, Byeong-Je Schwarz, Krista Sobczyk, Aleksander Hochberg, Yael V. Gorovyy, Sergiy Maddaloni, Angela Gu, Li Boivin, Jean Zhao, Rui Hodges, Philip Kaul, Karishma Briere, Marie Loo-Kung, Rudy Boyd, Stephen P. Hogan, Kedreth C. Chen, Bingxu Sundaresan, Suresh M. Nabar, Neil Brière, Marie Maddaloni, Angela Zhou, Hao Bai, Jennie Diamond, Steven Greenberg, David Chen, Linxi Parker, Tom Pauksta, Eugene Ren, He Schaefer, Stephen M. All co-authors returns market stocks rates bonds models regime asset funds portfolios time using factor model cross term kapitaleinkommen fund expected average value municipal hedge sample real premiums return stock investors low structure markets varying section systemic tax long illiquidity financial downside schätzung estimation data conditional implied short higher international portfolio evidence capm optimal equity individual variables predictability börsenkurs sovereign changes switching betas discount assets rate increases policy gdp regimes volatilities month macro option information premium estimate aversion leverage volatility curve yields
Composed portfolio selection portfolio management capital income time varying cross section term structure municipal bonds downside risk share price regime switching systemic sovereign risk premiums funds funds yield curve switching models expected returns risk premium average returns stock returns portfolio choice factor loadings tax rates idiosyncratic volatility financial markets implied volatilities book market financial market short rate basis points fund leverage long run increases implied financial investment taylor rules regime switches municipal bond macro factors factor models illiquid assets real option sovereign credit conditional factor portfolio investition ipo underperformance cross sectional low returns risk return real rates expected inflation demographic changes international data points higher size value sovereign risk inflation hedging inflation betas forecasting model foreign portfolio investment style factors otc stocks volatility low varying correlations bond yields time variation small sample section stock allocation liquid liquid illiquid cost illiquidity market liquidity hedge funds lockups notice notice periods income tax term spread Öffentliche schulden public debt capital market returns public bond securities trading inflation rate asset pricing exempt bonds macro variables fees fees gdp growth higher comparable portfolios constructed joint cross taxes tax
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Andrew Ang Prof. Dr. Biblio: Ph. D., Stanford Univ., 1999
Profession Economist
Affiliations BlackRock, Inc. Columbia University. School of Business Columbia University. Graduate School of Business National Bureau of Economic Research
Q30069083
Publishing years Series Working paper / National Bureau of Economic Research, Inc. (35) NBER Working Paper (33) Netspar Discussion Paper (7) Georgetown McDonough School of Business Research Paper (2) Discussion paper / Centre for Economic Policy Research (2) Foundations and trends in finance (1) Working paper series / European Central Bank ; Eurosystem (1) Finance and economics discussion series (1) Survey and synthesis series / Financial Management Association (1) Working papers / Wharton School, University of Pennsylvania / Finance (1) CREATES research paper (1) AFA 2009 San Francisco Meetings Paper (1) AFA 2007 Chicago Meetings Paper (1) AFA 2011 Denver Meetings Paper (1) Columbia Business School Research Paper (1) Working papers / Rodney L. White Center for Financial Research (1) Discussion paper series / School of Economics and Finance, the University of Hong Kong (1) 
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