Kimura, Keiko, Katharina Schwaiger, Deepika Sharma, and Andrew Ang. 2021. “Factors with Style.” Journal of Investing 30 (3): 21-46.
Kazdin, Joshua, Katharina Schwaiger, Viktoria-Sophie Wendt, and Andrew Ang. 2021. “Climate Alpha with Predictors also Improving Firm Efficiency.” Journal of Impact and ESG Investing 2 (2): 35-56.
Schwaiger, Katharina, Jim Snow, Viktoria-Sophie Wendt, and Andrew Ang. 2022. “Active Paris Aligned Equity Investing.” In Jurczenko, Emmanuel, ed. Climate Investing: New Strategies and Implementation Challenges. ISTE Wiley, pp. 123-140.
Ang, Andrew, Jennifer Bender, Harindra de Silva, and Pim van Vliet. 2023. “Factor Investing Webinar.” Journal of Portfolio Management, DOI: 10.3905/jpm.2023.1.491.
Ang, Andrew. 2023. “Trends and Cycles of Style Factors in the 20th and 21st Centuries.” Journal of Portfolio Management 49 (2): 33-56.
Zhang, Chi, Xinyang Li, Andrea Tamoni, and Misha van Beek. 2024. “ESG Risk and Returns Implied by Demand-Based Asset Pricing Models.” Journal of Asset Management 25: 203-221.
Paul, Alyson, Bart Sikora, Mehul Rawal, Susan Wasserman, and Andrew Ang. 2024. “Modeling Models: Factor and Risk Decompositions of Model Advisor Portfolios.” Journal of Portfolio Management 50 (3): 174-190.
Ang, Andrew, Debarshi Basu, and Marco Corsi. 2024. “Attribution of Portfolios with Climate-Related Signals.” in Investment Innovations Toward Achieving Net Zero, CFA Institute, pp. 116-132.
Ang, Andrew, Melissa Brown, Bob Hum, Anthony Renshaw, Katharina Schwaiger, Hamish Seegopaul, Arun Singhal, and Lukas Smart. 2024. “How Do Low Tracking Error, Multifactor ETFs Fit Into the Factor Investment Landscape?” Journal of Beta Investment Strategies 15 (1): 28-38.
Ang, Andrew, Debarshi Basu, and Marco Corsi. 2024. “ESG Return Positioning Attribution via Shapley Values.” Working Paper.
