Ang, Andrew, William N. Goetzmann, and Stephen M. Schaefer. 2011. “The Efficient Market Theory and Evidence: Implications for Active Investment Management.” Foundations and Trends in Finance 5 (3): 157-242.
Ang, Andrew, 2012. “Factor Investing: The Reference Portfolio and Canada Pension Plan Investment Board.” Columbia CaseWorks 120302.
Ang, Andrew. 2012. “GM Asset Management and Martingale’s Low Volatility Strategy.” Columbia CaseWorks 120302.
Ang, Andrew, and Dennis Kristensen. 2012. “Testing Conditional Factor Models.” Journal of Financial Economics 106 (1): 132-156.
Ang, Andrew, Marie Brière, and Ombretta Signori. 2012. “Inflation and Individual Equities,” Financial Analysts Journal 68 (4): 36-55.
Ang, Andrew, Assaf Shtauber and Paul C. Tetlock. 2013. “Asset Pricing in the Dark: The Cross Section of OTC Stocks,” Review of Financial Studies 26 (12): 2985-3028.
Ang, Andrew, Michael W. Brandt, and David F. Denison. 2014. “Review of the Active Management of the Norwegian Government Pension Fund Global.” Commissioned by the Norwegian Ministry of Finance.
Ang, Andrew. 2014. Asset Management: A Systematic Approach to Factor Investing. Oxford University Press.
Ang, Andrew. 2016. “Factor Investing: More than Simply Investing in Factors.” In Lussier, Jacques, ed. Portfolio Structuring and the Value of Forecasting, Research Foundation Review, CFA Research Foundation Institute.
Ratcliffe, Ronald, Paolo Miranda, and Andrew Ang. 2017. “Capacity of Smart Beta Strategies from a Transaction Cost Perspective.” Journal of Index Investing 8 (3): 39-50.
