Andrew Ang - Concepedia

Author

Andrew Ang

BlackRock (United States)ORCID

Also Known As

A L Ang, ANDREW ANG, Andrew Ang, Ang, Andrew, Geert Bekaert, Joseph S. Chen, Sugato Chakravarty, Turan G. Bali

268

Publications

27.1K

Citations

H-Index

114

Concepts

All Affiliations

BlackRock (United States)Columbia University National Bureau of Economic Research Rice University University of California San Diego

About

Andrew Ang is an author at BlackRock (United States) specializing in business, finance, and economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	37	54	19.6K
2	Management	19	21	9.5K
3	Engineering	4	4	493
4	Education	2	2	250
5	Law	2	2	149

Andrew Ang

100

Publications

23.6K

Citations

H-Index

Page 1

	Year	Citations
The Cross‐Section of Volatility and Expected Returns Andrew Ang, Robert J. Hodrick, Yuhang Xing, The Journal of Finance Empirical FinanceEconomicsVolatility ModelingMultivariate Stochastic VolatilityAsset Pricing	2006	4.7K
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables Andrew Ang, Monika Piazzesi Journal of Monetary Economics EconomicsNo-arbitrage Vector AutoregressionTerm Structure ModelAsset PricingMacroeconomics	2003	1.7K
International Asset Allocation With Regime Shifts Andrew Ang, Geert Bekaert Review of Financial Studies International EconomicsAsset AllocationEconomic FluctuationNew YorkInternational Finance	2002	1.7K
Asymmetric correlations of equity portfolios Andrew Ang, Joseph Chen Journal of Financial Economics Portfolio OptimizationEquity PortfoliosAsset PricingManagementBusiness	2002	1.5K
High idiosyncratic volatility and low returns: International and further U.S. evidence Andrew Ang, Robert J. Hodrick, Yuhang Xing, Journal of Financial Economics Empirical FinanceFurther U.s. EvidenceEconomicsVolatility ModelingFinancial Economics	2008	1.5K
Stock Return Predictability: Is it There? Andrew Ang, Geert Bekaert Review of Financial Studies Empirical FinanceEconomicsFinancial EconomicsAsset PricingInternational Finance	2006	1.4K
Downside Risk Andrew Ang, Joseph Chen, Yuhang Xing Review of Financial Studies	2006	1.1K
Regime Switches in Interest Rates Andrew Ang, Geert Bekaert Journal of Business and Economic Statistics	2002	856
What does the yield curve tell us about GDP growth? Andrew Ang, Monika Piazzesi, Min Wei Journal of Econometrics EconomicsMacroeconomicsEconomic DevelopmentEconomic TrendBusiness	2005	841
Do macro variables, asset markets, or surveys forecast inflation better? Andrew Ang, Geert Bekaert, Min Wei Journal of Monetary Economics EconomicsEconomic ForecastingMacroeconomicsBusinessEconomic Analysis	2007	822

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