Ang, Andrew, Andrés Ayala and William N. Goetzmann. 2018. “Investment Beliefs of Endowments.” European Financial Management 24 (1): 3-33. Funded by Netspar.
Basu, Debarshi, Michael Gates, Vishal Karir, and Andrew Ang. 2019. “Model Portfolios.” Journal of Wealth Management 21 (4): 46-63.
Vaidyanathan, Vijay, Himanshu Monty Joshi, Daniel Mantilla Garcia, Andrew Ang, and Helmut Hissen. 2020. United States Patent US 10,706,473. USPTO. Issued July 7, 2020.
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.
Lawler, Brian, Brett M. Mossman, Patrick Nolan, and Andrew Ang. 2020. “Factors and Advisors Portfolios.”Journal of Wealth Management 22 (4): 37-61.
Chan, Ying, Ked Hogan, Katharina Schwaiger, and Andrew Ang. 2020. “ESG in Factors.” Journal of Impact and ESG Investing 1 (1): 26-45.
Ang, Andrew, Jun Liu, and Krista Schwarz. 2020. “Using Stocks or Portfolios in Tests of Factor Models,” Journal of Financial and Quantitative Analysis 55 (3): 709-750. Funded by INQUIRE Europe.
Ang, Andrew, David Chua, Katelyn Gallagher, and Stephen Hull. 2020. “BlackRock: Reserves Management with Factors and Reference Portfolios.” In Bjorheim, Jacob, ed. Asset Management at Central Banks and Monetary Authorities: New Practices in Managing International Foreign Exchange Reserves. Springer, pp. 459-484.
Ang, Andrew. 2020. “Including Factor Investing in Portfolio Design.” Journal of Investment Consulting, 20, 1, 4-11.
