Ang, Andrew, Ananth Madhavan and Aleksander Sobczyk. 2017. “Estimating Time-Varying Factor Exposures.” Financial Analysts Journal 73 (4): 41-54.
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.
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.
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. 1995. “Prepayment Penalties – Why MBS Investors Demand a Premium.” JASSA (Journal of the Securities Institute of Australia) 4: 26-29.
Ang, Andrew, and Michael Sherris. 1997. “Interest Rate Risk Management.” North American Actuarial Journal 1 (2): 1-26.
Ang, Andrew, and Jun Liu. 2001. “A General Affine Earnings Valuation Model.” Review of Accounting Studies 6: 397-425.
Ang, Andrew, Joseph S. Chen, and Yuhang Xing. 2006. “Downside Correlation and Expected Stock Returns.” Manuscript.
