Ang, Andrew, Andrés Ayala and William N. Goetzmann. 2018. “Investment Beliefs of Endowments.” European Financial Management 24 (1): 3-33. Funded by Netspar.
Ang, Andrew, and Debarshi Basu. 2025. “How Much Should Investors Pay for Active Management? Utility-Based Pricing for a Personalized Portfolio Future.” Journal of Portfolio Management 51 (10): 49-66.
Ang, Andrew, and Joseph S. Chen. 2011. “Yield Curve Predictors of Foreign Exchange Returns.” Manuscript
Ang, Andrew, Fabrizio Coiai, Paul Henderson, and Anita Rana. 2021.“Optimal Currency Allocation to Add Alpha and Reduce Risk.” Manuscript.
Ang, Andrew. 1995. “Prepayment Penalties – Why MBS Investors Demand a Premium.” JASSA (Journal of the Securities Institute of Australia) 4: 26-29.
Ang, Andrew, and Michael Sherris. 1997. “Interest Rate Risk Management.” North American Actuarial Journal 1 (2): 1-26.
Ang, Andrew, and Geert Bekaert. 2002. “Short Rate Nonlinearities and Regime Switches.” Journal of Economic Dynamics and Control 26 (7-8): 1243-1274.
Ang, Andrew, and Geert Bekaert. 2002. “Regime Switches in Interest Rates.” Journal of Business and Economic Statistics 20 (2): 163-182.
Ang, Andrew, and Monika Piazzesi. 2003. “A No-Arbitrage Vector-Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables.” Journal of Monetary Economics 50 (4): 745-787.
Ang, Andrew, Monika Piazzesi, and Min Wei. 2006, “What Does the Yield Curve Tell us about GDP Growth?” Journal of Econometrics 131 (1-2): 359-403.
