Abrams, Jeremy, and Andrew Ang. 2012. “California Dreamin’: The Mess at CalPERS.” Columbia CaseWorks 120306.
Ang, Andrew, and Dennis Kristensen. 2012. “Testing Conditional Factor Models.” Journal of Financial Economics 106 (1): 132-156.
Ang, Andrew, Dimitris Papanikolaou, and Mark M. Westerfield. 2014. “Portfolio Choice with Illiquid Assets.” Management Science 60 (11): 2737-2761.
Ang, Andrew. 2014. Asset Management: A Systematic Approach to Factor Investing. Oxford University Press.
An, Byeong-Je, Andrew Ang, and Pierre Collin-Dufresne. 2015. “How Often Should You Take Tactical Asset Allocation Decisions?” Manuscript.
Greenberg, David, Abhilash Babu, and Andrew Ang. 2016. “Factors to Assets: Mapping Factor Exposures to Asset Allocations.” Journal of Portfolio Management 42 (5): 18-27.
Ratcliffe, Ronald, Paolo Miranda, and Andrew Ang. 2017. “Capacity of Smart Beta Strategies from a Transaction Cost Perspective.” Journal of Index Investing 8 (3): 39-50.
Bass, Robert, Scott Gladstone, and Andrew Ang. 2017. “Total Portfolio Factor, Not Just Asset, Allocation.” Journal of Portfolio Management 43 (5): 38-53.
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, Ananth Madhavan and Aleksander Sobczyk. 2017. “Estimating Time-Varying Factor Exposures.” Financial Analysts Journal 73 (4): 41-54.
