Ang, Andrew, Marie Brière, and Ombretta Signori. 2012. “Inflation and Individual Equities,” Financial Analysts Journal 68 (4): 36-55.
Ang, Andrew. 2012. “Predicting Dividends in Log-Linear Present Value Models.” Pacific-Basin Finance Journal 20 (1): 151-171.
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, Neil Nabar, and Samuel Wald. 2013. “Searching for a Common Factor in Public and Private Real Estate Returns.” Journal of Portfolio Management 39 (5): 120-133.
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.
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.
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.
