Ang, Andrew, and Angela Maddaloni. 2005. “Do Demographic Changes Affect Risk Premiums? Evidence from International Data.” Journal of Business 78 (1): 341-380.
Ang, Andrew, Robert J. Hodrick, Yuhang Xing, and Xiaoyan Zhang. 2006. “The Cross-Section of Volatility and Expected Returns,” Journal of Finance, 51 (1): 259-299.
Ang, Andrew, Joseph S. Chen, and Yuhang Xing. 2006. “Downside Risk.” Review of Financial Studies 19 (4): 1191-1239.
Ang, Andrew, and Joseph S. Chen. 2007. “CAPM Over the Long Run: 1926-2001.” Journal of Empirical Finance 14 (1): 1-40.
Ang, Andrew. 2008. “The Quant Meldown: August 2007.” Columbia CaseWorks 080317.
Ang, Andrew, Robert J. Hodrick, Yuhang Xing, and Xiaoyan Zhang. 2009. “High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence.” Journal of Financial Economics 91 (1): 1-23.
Ang, Andrew, William N. Goetzmann, and Stephen M. Schaefer, 2009. “Report on the Active Management of the Norwegian Government Pension Fund – Global.” Commissioned by the Norwegian Ministry of Finance.
Ang, Andrew, Jaan Elias, William N. Goetzmann, Jean Rosenthal, and Olav Sorenson. 2010. “Norway Pension Fund – Global: A Nation Reconsiders How to Manage Its Nest Egg.” Yale Case 2010-106.
Ang, Andrew, William N. Goetzmann, and Stephen M. Schaefer. 2011. “The Efficient Market Theory and Evidence: Implications for Active Investment Management.” Foundations and Trends in Finance 5 (3): 157-242.
