Narrow search
Showing 321 - 330 of 460
Cover Image
What's in your benchmark? : a factor analysis of major market indexes
Madhavan, Ananth Narayan; Sobczyk, Aleksander; Ang, Andrew - In: The journal of portfolio management : a publication of … 44 (2018) 4, pp. 46-59
Persistent link: https://www.econbiz.de/10011878308
Cover Image
Estimating time-varying factor exposures
Ang, Andrew; Madhavan, Ananth Narayan; Sobczyk, Aleksander - In: Financial analysts' journal : FAJ 73 (2017) 4, pp. 41-54
Persistent link: https://www.econbiz.de/10011879072
Cover Image
Total portfolio factor, not just asset, allocation
Bass, Robert; Gladstone, Scott; Ang, Andrew - In: The journal of portfolio management : a publication of … 43 (2017) 5, pp. 38-53
Persistent link: https://www.econbiz.de/10011686320
Cover Image
Factors to assets : mapping factor exposures to asset allocations
Greenberg, David; Babu, Abhilash; Ang, Andrew - In: The journal of portfolio management : a publication of … 42 (2016) 5, pp. 18-27
Persistent link: https://www.econbiz.de/10011686666
Cover Image
Advance refundings of municipal bonds
Ang, Andrew; Green, Richard C.; Longstaff, Francis A.; … - In: The journal of finance : the journal of the American … 72 (2017) 4, pp. 1645-1682
Persistent link: https://www.econbiz.de/10011738924
Cover Image
Using stocks or portfolios in tests of factor models
Ang, Andrew; Liu, Jun; Schwarz, Krista - 2016 - This version: October 20, 2016
Persistent link: https://www.econbiz.de/10011843846
Cover Image
Factor risk premiums and invested capital : calculations with stochastic discount factors
Ang, Andrew; Hogan, Kedreth C.; Shores, Sara - In: The journal of asset management 19 (2018) 3, pp. 145-155
Persistent link: https://www.econbiz.de/10011847731
Cover Image
Build America bonds
Ang, Andrew; Bhansali, Vineer; Xing, Yuhang - 2010
Persistent link: https://www.econbiz.de/10003976202
Cover Image
Taxes on tax-exempt bonds
Ang, Andrew; Bhansali, Vineer; Xing, Yuhang - In: The journal of finance : the journal of the American … 65 (2010) 2, pp. 565-601
Persistent link: https://www.econbiz.de/10003962239
Cover Image
The Cross-Section of Volatility and Expected Returns
Ang, Andrew - 2004
We examine the pricing of aggregate volatility risk in the cross-section of stock returns. Consistent with theory, we find that stocks with high sensitivities to innovations in aggregate volatility have low average returns. In addition, we find that stocks with high idiosyncratic volatility...
Persistent link: https://www.econbiz.de/10012467837