Ang, Andrew, Gerald T. Garvey, and K. Schwaiger. 2024. “A Systematic Approach to Sustainable and ESG Investing.” Working Paper.
Ang, Andrew, and Jun Liu. 2001. “A General Affine Earnings Valuation Model.” Review of Accounting Studies 6: 397-425.
Ang, Andrew, Joseph S. Chen, and Yuhang Xing. 2006. “Downside Correlation and Expected Stock Returns.” Manuscript.
Ang, Andrew, and Joseph S. Chen. 2002. “Asymmetric Correlations of Equity Portfolios.” Journal of Financial Economics 63 (3): 443-494.
Ang, Andrew, and Jun Liu. 2004. “How to Discount Cashflows with Time-Varying Expected Returns.” Journal of Finance 59 (6): 2745-2783.
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 Jun Liu. 2007. “Risk, Return and Dividends.” Journal of Financial Economics 85 (1): 1-38.
Ang, Andrew, Li Gu, and Yael V. Hochberg. 2007. “Is IPO Underperformance a Peso Problem?” Journal of Financial and Quantitative Analysis 42 (3): 565-594.
