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, 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.
Madhavan, Ananth, Aleksander Sobczyk, and Andrew Ang. 2020. “Toward ESG Alpha: Analyzing ESG Exposures Through a Factor Lens,” Financial Analysts Journal 77 (1): 69-88.
Madhavan, Ananth, Aleksander Sobczyk, and Andrew Ang. 2020. “Alpha vs. Alpha: Selection, Timing, and Factor Exposures from Different Factor Models.” Journal of Portfolio Management 46 (5): 90-103.
Chan, Ying, Ked Hogan, Katharina Schwaiger, and Andrew Ang. 2020. “ESG in Factors.” Journal of Impact and ESG Investing 1 (1): 26-45.
Moehle, Nicholas , Mykel J. Kochenderfer, Stephen Boyd, and Andrew Ang. 2021. “Tax-Aware Portfolio Construction via Convex Optimization.” Journal of Optimization Theory and Applications 189 (2): 364-383.
Madhavan, Ananth, Aleksander Sobczyk, and Andrew Ang. 2021. “What Happens with More Funds than Stocks? Analysis of Crowding in Style Factors and Individual Equities.” Journal of Investment Management 18 (4): 1-26.
