Concepedia

Andrew Ang

AA

Statistics

Publications

108

Citations

25.1K

H-Index

53

Active since

1997

Affiliations

BlackRock (United States)(Current)

Columbia University

National Bureau of Economic Research

Rice University

University of California San Diego

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

ORCID

Publications per year

1997–2023

108

Publications

108

The Cross‐Section of Volatility and Expected Returns

Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · The Journal of Finance · 2006 · 4.8K citations

, , +17

International Asset Allocation With Regime Shifts

Andrew Ang, Geert Bekaert · Review of Financial Studies · 2002 · 1.8K citations

, , +12

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Andrew Ang, Monika Piazzesi · Journal of Monetary Economics · 2003 · 1.8K citations

, , +17

Asymmetric correlations of equity portfolios

Andrew Ang, Joseph Chen · Journal of Financial Economics · 2002 · 1.6K citations

, , +14

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

Andrew Ang, Robert J. Hodrick, Yuhang Xing et al. · Journal of Financial Economics · 2008 · 1.5K citations

, , +16

1–5 of 108