Hodges, Philip, Ked Hogan, Justin Peterson, and Andrew Ang. 2017. “Factor Timing with Cross-Sectional and Time-Series Predictors.” Journal of Portfolio Management 44 (1): 30-43.
Ang, Andrew, Ananth Madhavan and Aleksander Sobczyk. 2017. “Crowding, Capacity, and Valuation of Minimum Volatility Strategies.” Journal of Index Investing 7 (4): 41-50.
Ang, Andrew, Ananth Madhavan and Aleksander Sobczyk. 2017. “Estimating Time-Varying Factor Exposures.” Financial Analysts Journal 73 (4): 41-54.
Ang, Andrew, Ked Hogan and Sara Shores. 2017. “Factor Risk Premiums and Invested Capital: Calculations with Stochastic Discount Factors.” Journal of Asset Management, 19 (3): 145-155.
Madhavan, Ananth, Aleksander Sobczyk, and Andrew Ang. 2018. “What’s in Your Benchmark? A Factor Analysis of Major Market Indexes.” Journal of Portfolio Management, 44 (4): 46-59. Reprinted Madhavan, Ananth, Aleksander Sobczyk, and Andrew Ang. 2018. Journal of Index Investing 9 (2): 66-79.
Ang, Andrew, and Sara Shores. 2018. “Quantifying Intuition: The Evolution of Factor-Based Investing.” In Factor Investing Focus: Leveraging Insights to Improve Performance, European Pensions, pp. 30-32.
Ang, Andrew, Jia Liu, and He Ren. 2018. “Factor Investing.” In Peng, Wu, Wallace Yu, and Li Yue, eds. Discover the Frontier of Asset Management: Risk Parity Quantitative Investment. CITIC Press Group, pp. 209-256.
Ang, Andrew, Ked Hogan, and Justin Peterson. 2018. “Is it Time to Tilt? Exploring a Fundamental Question in Factor Investing.” Investments & Wealth Monitor, January/February, 40-45.
Basu, Debarshi, Michael Gates, Vishal Karir, and Andrew Ang. 2019. “Model Portfolios.” Journal of Wealth Management 21 (4): 46-63.
Vaidyanathan, Vijay, Himanshu Monty Joshi, Daniel Mantilla Garcia, Andrew Ang, and Helmut Hissen. 2020. United States Patent US 10,706,473. USPTO. Issued July 7, 2020.
