Ang, Andrew, and Joseph S. Chen. 2002. “Asymmetric Correlations of Equity Portfolios.” Journal of Financial Economics 63 (3): 443-494.
Ang, Andrew, Joseph S. Chen, and Yuhang Xing. 2006. “Downside Risk.” Review of Financial Studies 19 (4): 1191-1239.
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, and Dennis Kristensen. 2012. “Testing Conditional Factor Models.” Journal of Financial Economics 106 (1): 132-156.
Ang, Andrew, Marie Brière, and Ombretta Signori. 2012. “Inflation and Individual Equities,” Financial Analysts Journal 68 (4): 36-55.
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, 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.
An, Byeong-Je , Andrew Ang, Turan Bali, and Nusret Cakici. 2014. “The Joint Cross Section of Stock and Option Returns.” Journal of Finance 69 (5): 2279-2337.
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.
