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 Sara Shores. 2017. “Factor Risk Premiums and Invested Capital: Calculations with Stochastic Discount Factors.” Journal of Asset Management, 19 (3): 145-155.
Ang, Andrew, Richard C. Green, Francis A. Longstaff, and Yuhang Xing. 2017. “Advance Refundings of Municipal Bonds.” Journal of Finance 72 (4): 1645-1682.
Ang, Andrew. 2017. “Introduction.” In Jurczenko, Emmanuel, ed. Factor Investing: From Traditional to Alternative Risk Premia. ISTE Press – Elsevier, pp. xix-xxiii.
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, Sara Shores, and Bob Bass with Di Sanborn, Kristin Fergis, and Katelyn Gallagher, 2018. “Strategic Factor Allocation: Applying Factors in Portfolio Design.” Risk & Rewards, Society of Actuaries 72: 1-13.
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, Jia Liu, and He Ren. 2018. “Factor Investing.” In Peng, Wu, Wallace Yu, and Li Yue, eds. Discover the Frontier of Asset Management: Risk Parity Quantitative Investment. CITIC Press Group, pp. 209-256.
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.
Ang, Andrew, Bingxu Chen, William N. Goetzmann, and Ludovic Phalippou. 2018. “Estimating Private Equity Returns from Limited Partner Cash Flows.” Journal of Finance, 73 (4): 1751-1783.
