Gladstone, Scott, Ananth Madhavan, Anita Rana, and Andrew Ang. 2021. “Macro Factor Model: Application to Liquid Private Portfolios.” Journal of Portfolio Management 47 (5): 72-90.
Ang, Andrew, Ananth Madhavan, and Jason Ribando. 2021. “How Many Active Funds Should You Hold?” Manuscript.
Ang, Andrew, Fabrizio Coiai, Paul Henderson, and Anita Rana. 2021.“Optimal Currency Allocation to Add Alpha and Reduce Risk.” Manuscript.
Ang, Andrew, Linxi Chen, Michael Gates, and Paul D. Henderson. 2021. “Index + Factors + Alpha.” Financial Analysts Journal 77 (4): 45-64.
Hodges, Philip, He Ren, Katharina Schwaiger, and Andrew Ang. 2022. “Net Zero Investing for Multi-Asset Portfolios Satisfying Paris Aligned Benchmark Requirements with Climate Alpha Signals.” Journal of Portfolio Management 48 (4): 33-58.
Ang, Andrew, Calvin Yu, Sarah Siwinski, and He Ren. 2022. “Public Pension Portfolios in a World of Low Rates and Low Risk Premiums.” Journal of Investment Consulting 21 (1): 30-44.
Diamond, Steven, Stephen Boyd, David Greenberg, Mykel J. Kochenderfer, and Andrew Ang. 2023. “Optimal Claiming of Social Security Benefits.” Journal of Retirement 10 (3): 33-46.
Ang, Andrew, Tom Morris, and Raffaele Savi. 2023. “Asset Allocation with Crypto: Application of Preferences for Positive Skewness.” Journal of Alternative Investments, 25 (4): 7-28.
Paul, Alyson, Bart Sikora, Mehul Rawal, Susan Wasserman, and Andrew Ang. 2024. “Modeling Models: Factor and Risk Decompositions of Model Advisor Portfolios.” Journal of Portfolio Management 50 (3): 174-190.
Ang, Andrew, Henry Shen, Jeff Shen, and Rui Zhao. 2024. “Optimal Portfolio Choice with Absorbing State Markov Chains: Application to Markets that May Potentially Decouple.” Journal of Investment Management 22 (2): 4-24.
