Ang, Andrew. 2012. “GM Asset Management and Martingale’s Low Volatility Strategy.” Columbia CaseWorks 120302.

Ang, Andrew, and Dennis Kristensen. 2012. “Testing Conditional Factor Models.” Journal of Financial Economics 106 (1): 132-156.

Ang, Andrew, Marie Brière, and Ombretta Signori. 2012. “Inflation and Individual Equities,” Financial Analysts Journal 68 (4): 36-55.

Ang, Andrew, Assaf Shtauber and Paul C. Tetlock. 2013. “Asset Pricing in the Dark: The Cross Section of OTC Stocks,” Review of Financial Studies 26 (12): 2985-3028.

Ang, Andrew, Michael W. Brandt, and David F. Denison. 2014. “Review of the Active Management of the Norwegian Government Pension Fund Global.” Commissioned by the Norwegian Ministry of Finance.

Ang, Andrew. 2014. Asset Management: A Systematic Approach to Factor Investing. Oxford University Press.

Ang, Andrew. 2016. “Factor Investing: More than Simply Investing in Factors.” In Lussier, Jacques, ed. Portfolio Structuring and the Value of Forecasting, Research Foundation Review, CFA Research Foundation Institute.

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.

Hodges, Philip, Ked Hogan, Justin Peterson, and Andrew Ang. 2017. “Factor Timing with Cross-Sectional and Time-Series Predictors.” Journal of Portfolio Management 44 (1): 30-43.

Ang, Andrew, Ananth Madhavan and Aleksander Sobczyk. 2017. “Crowding, Capacity, and Valuation of Minimum Volatility Strategies.” Journal of Index Investing 7 (4): 41-50.