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International asset allocation with time-varying correlations
Ang, Andrew; Bekaert, Geert - 1999
Persistent link: https://www.econbiz.de/10001379604
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Portfolio choice with illiquid assets
Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. - In: Management science : journal of the Institute for … 60 (2014) 11, pp. 2737-2761
Persistent link: https://www.econbiz.de/10010461809
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Factor timing with cross-sectional and time-series predictors
Hodges, Philip; Hogan, Kedreth C.; Peterson, Justin R.; … - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 30-43
Persistent link: https://www.econbiz.de/10011877409
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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
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International asset allocation with regime shifts
Ang, Andrew; Bekaert, Geert - In: The review of financial studies 15 (2002) 4, pp. 1137-1187
Persistent link: https://www.econbiz.de/10001716088
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Regime changes and financial markets
Ang, Andrew; Timmermann, Allan - 2011
Persistent link: https://www.econbiz.de/10009234166
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Regime changes and financial markets
Ang, Andrew; Timmermann, Allan - 2011
Persistent link: https://www.econbiz.de/10009259678
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Liability investment with downside risk
Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - 2013
Persistent link: https://www.econbiz.de/10009748525
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Portfolio choice with illiquid assets
Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark - 2013
Persistent link: https://www.econbiz.de/10010188523
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Regime change and financial markets
Ang, Andrew; Timmermann, Allan - In: Annual review of financial economics 4 (2012), pp. 313-337
Persistent link: https://www.econbiz.de/10009690311