Kaul, Karishma, Katharina Schwaiger, Muling Si, and Andrew Ang. 2022. “Sustainable Alpha in Sovereign and Corporate Bonds.” Journal of Investment Management 20 (2): 30-50.
Hodges, Philip, He Ren, Katharina Schwaiger, and Andrew Ang. 2022. “Net Zero Investing for Multi-Asset Portfolios Satisfying Paris Aligned Benchmark Requirements with Climate Alpha Signals.” Journal of Portfolio Management 48 (4): 33-58.
Schwaiger, Katharina, Riyadh Ali, and Andrew Ang. 2023. “Net Zero Sovereign Bond Portfolios.” In Evolving Practices in Public Investment Management: Proceedings of the Eighth Public Investors Conference, Bank of International Settlements, pp. 167-184.
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.
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, Debarshi Basu, and Marco Corsi. 2024. “ESG Return Positioning Attribution via Shapley Values.” Working Paper.
Ang, Andrew, Gerald T. Garvey, and K. Schwaiger. 2024. “A Systematic Approach to Sustainable and ESG Investing.” Working Paper.
Jacobs, Peter, Ursula Marchioni, Stefan Poechhacker, Nicholas Werbach, and Andrew Ang. 2025. “Comparisons of Asset Manager, Asset Owner, and Wealth and Retail Portfolios.” Journal of Investing. DOI: 10.3905/joi.2025.1.365
Dufour, Taylor, He Ren, Andrew Ang, Filip Mena-Berlin, Mateo Gomez, and Katharina Schwaiger. 2025. “Paris Aligned Commodities.” In Evolving Practices in Public Investment Management: Proceedings of the Ninth Public Investors Conference, Bank of International Settlements, pp. 27-42.
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.
