Follow
Andrew Ang
Andrew Ang
BlackRock
Verified email at blackrock.com
Title
Cited by
Year
Filled and Killed: Forecast and Realized Trading Costs Across Horizons from Global Equity and Fixed Income Portfolio Trades
A Ang, A Madhavan
Available at SSRN, 2024
2024
Practical Applications of Factor Investing Webinar
A Ang, J Bender, H de Silva, P van Vliet
Practical Applications, 2024
2024
Comparisons of Asset Manager, Asset Owner, and Wealth and Retail Portfolios
P Jacobs, U Marchioni, S Poechhacker, N Werbach, A Ang
Asset Owner, and Wealth and Retail Portfolios (March 6, 2024), 2024
2024
How Do Low Tracking Error, Multifactor ETFs Fit into the Factor Investment Landscape?
A Ang, M Brown, B Hum, A Renshaw, K Schwaiger, H Seegopaul, ...
Journal of Beta Investment Strategies 15 (1), 2024
2024
ESG Risk and Returns Implied by Demand-Based Asset Pricing Models
C Zhang, X Li, A Tamoni, M van Beek, A Ang
Available at SSRN 4654410, 2023
12023
Modeling Models: Factor and Risk Decompositions of Model Portfolio Strategies
A Paul, B Sikora, M Rawal, S Wasserman, A Ang
Journal of Portfolio Management, 2023
12023
Optimal Portfolio Choice with Absorbing State Markov Chains
A Ang, H Shen, JYQ Shen, R Zhao
Available at SSRN, 2023
2023
Practical Applications of Asset Allocation with Crypto: Application of Preferences for Positive Skewness
A Ang, T Morris, R Savi
Practical Applications, 2023
2023
Factor Investing Webinar
A Ang, J Bender, H de Silva, P van Vliet
The Journal of Portfolio Management, 2023
2023
Practical Applications of Optimal Claiming of Social Security Benefits
S Diamond, S Boyd, D Greenberg, M Kochenderfer, A Ang
Practical Applications, 2023
2023
Asset Allocation with Crypto: Application of Preferences for Positive Skewness
A Ang, T Morris, R Savi
The Journal of Alternative Investments 25 (4), 7-28, 2023
32023
Net zero sovereign bond portfolios
K Schwaiger, R Ali, A Ang
Evolving Practices in Public Investment Management, 167, 2023
12023
Trends and Cycles of Style Factors in the 20th and 21st Centuries
A Ang
Available at SSRN 4279022, 2022
92022
Asset Allocation with Crypto: Application of Preferences for Positive Skewness
A Ang, T Morris
22022
Sustainable alpha in sovereign and corporate bonds
K Kaul, K Schwaiger, M Si, A Ang
Journal of Investment Management Q 2, 2022
52022
Net Zero Investing for Multi-Asset Portfolios seeking to satisfy Paris Aligned Benchmark Requirements with Climate Alpha Signals
P Hodges, H Ren, K Schwaiger, A Ang
Available at SSRN 4005308, 2022
72022
How Many Active Funds Should You Hold?
A Ang, A Madhavan, J Ribando
Available at SSRN 3988352, 2021
2021
Index+ Factors+ Alpha
A Ang, L Chen, M Gates, PD Henderson
Financial Analysts Journal 77 (4), 45-64, 2021
52021
Investing in US Core Fixed Income with Macro and Style Factors
E Pauksta, K Kaul, T Parker, S Radell, A Ang
Available at SSRN 3942680, 2021
42021
Climate Alpha with Predictors Also Improving Firm Efficiency
J Kazdin, K Schwaiger, VS Wendt, A Ang
Climate Alpha with Predictors Also Improving Company Efficiency Joshua …, 2021
12*2021
The system can't perform the operation now. Try again later.
Articles 1–20