Ang, Andrew, and Geert Bekaert. 2007. “Stock Return Predictability: Is it There?” Review of Financial Studies 20 (3): 651-707.
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.
Ang, Andrew, and Xiaoyan Zhang. 2011. “Price-Earnings Ratios: Growth and Discount Rates.” In Hammond, P. Brett Jr., Martin L. Leibowitz, and Laurence B. Siegel, eds. Rethinking the Equity Risk Premium, Research Foundation of the CFA Institute, pp. 130-142.
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. “GM Asset Management and Martingale’s Low Volatility Strategy.” Columbia CaseWorks 120302.
Ang, Andrew, and Maxim Ulrich. 2012. “Nominal Bonds, Real Bonds, and Equity.” Manuscript.
Ang, Andrew, and Allan Timmermann. 2012. “Regime Changes and Financial Markets.” Annual Review of Financial Economics 4: 313-337.
Ang, Andrew, and Dennis Kristensen. 2012. “Testing Conditional Factor Models.” Journal of Financial Economics 106 (1): 132-156.
