Schwaiger, Katharina, Riyadh Ali, and Andrew Ang. 2023. “Net Zero Sovereign Bond Portfolios.” In Evolving Practices in Public Investment Management: Proceedings of the Eighth Public Investors Conference, Bank of International Settlements, pp. 167-184.
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, and Angela Maddaloni. 2005. “Do Demographic Changes Affect Risk Premiums? Evidence from International Data.” Journal of Business 78 (1): 341-380.
Ang, Andrew, Robert J. Hodrick, Yuhang Xing, and Xiaoyan Zhang. 2006. “The Cross-Section of Volatility and Expected Returns,” Journal of Finance, 51 (1): 259-299.
Ang, Andrew, Joseph S. Chen, and Yuhang Xing. 2006. “Downside Risk.” Review of Financial Studies 19 (4): 1191-1239.
Ang, Andrew, and Joseph S. Chen. 2007. “CAPM Over the Long Run: 1926-2001.” Journal of Empirical Finance 14 (1): 1-40.
Ang, Andrew. 2008. “The Quant Meldown: August 2007.” Columbia CaseWorks 080317.
Ang, Andrew, Robert J. Hodrick, Yuhang Xing, and Xiaoyan Zhang. 2009. “High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence.” Journal of Financial Economics 91 (1): 1-23.
Ang, Andrew, William N. Goetzmann, and Stephen M. Schaefer, 2009. “Report on the Active Management of the Norwegian Government Pension Fund – Global.” Commissioned by the Norwegian Ministry of Finance.
