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.
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.
Ang, Andrew, Richard C. Green, Francis A. Longstaff, and Yuhang Xing. 2017. “Advance Refundings of Municipal Bonds.” Journal of Finance 72 (4): 1645-1682.
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.
William N. Goetzmann, Olav Sorenson, and Andrew Ang. 2017. “Norway’s Pension Fund Global.” Sage Business Cases. https://doi.org/10.4135/9781526406828
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, Ananth Madhavan and Aleksander Sobczyk. 2017. “Crowding, Capacity, and Valuation of Minimum Volatility Strategies.” Journal of Index Investing 7 (4): 41-50.
Ang, Andrew, Ananth Madhavan and Aleksander Sobczyk. 2017. “Estimating Time-Varying Factor Exposures.” Financial Analysts Journal 73 (4): 41-54.
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.
