Pauksta, Eugene, Karishma Kaul, Tom Parker, Scott Radell. and Andrew Ang. 2022. “Investing in US Core Fixed Income with Macro and Style Factors.” Journal of Portfolio Management 48 (2): 45-65.
Ang, Andrew, Jennie Bai, and Hao Zhou. 2023. “The Great Wall of Debt: The Cross Section of Chinese Local Government Credit Spreads.” Journal of Finance and Data Science 9, 100098.
Ang, Andrew, Henry Shen, Jeff Shen, and Rui Zhao. 2024. “Optimal Portfolio Choice with Absorbing State Markov Chains: Application to Markets that May Potentially Decouple.” Journal of Investment Management 22 (2): 4-24.
Ang, Andrew, Matthew Rhodes-Kropf, and Rui Zhao. 2006. “A New Measure for Measuring.” Institutional Investor’s Alpha, July/August, 40-45. Funded by the BSI GAMMA Foundation.
Ang, Andrew, Matthew Rhodes-Kropf, and Rui Zhao. 2008. “Do Funds-of-Funds Deserve Their Fees-on-Fees?” Journal of Investment Management 6 (4): 34-58.
Ang, Andrew, and Nicolas P. B. Bollen. 2010. “When Hedge Funds Block the Exits.”
Ang, Andrew, and Nicolas P. B. Bollen. 2010. “Locked Up by a Lockup: Valuing Liquidity as a Real Option,” Financial Management 39 (3): 1069-1095.
Ang, Andrew, Dimitris Papanikolaou, and Mark M. Westerfield. 2014. “Portfolio Choice with Illiquid Assets.” Management Science 60 (11): 2737-2761.
Ang, Andrew. 2014. Asset Management: A Systematic Approach to Factor Investing. Oxford University Press.
Bass, Robert, Scott Gladstone, and Andrew Ang. 2017. “Total Portfolio Factor, Not Just Asset, Allocation.” Journal of Portfolio Management 43 (5): 38-53.
