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.
Moehle, Nicholas, Stephen Boyd, and Andrew Ang. 2022. “Attribution via Shapley Value.” Journal of Investment Management 20 (3): 33-52.
Schwaiger, Katharina, Jim Snow, Viktoria-Sophie Wendt, and Andrew Ang. 2022. “Active Paris Aligned Equity Investing.” In Jurczenko, Emmanuel, ed. Climate Investing: New Strategies and Implementation Challenges. ISTE Wiley, pp. 123-140.
Pauksta, Eugene, Karishma Kaul, Tom Parker, Scott Radell. and Andrew Ang. 2022. “Investing in US Core Fixed Income with Macro and Style Factors.” Journal of Portfolio Management 48 (2): 45-65.
Moehle, Nicholas, Stephen Boyd, and Andrew Ang. 2022. “Attribution via Shapley Value.” Journal of Investment Management 20 (3): 33-52.
Kaul, Karishma, Katharina Schwaiger, Muling Si, and Andrew Ang. 2022. “Sustainable Alpha in Sovereign and Corporate Bonds.” Journal of Investment Management 20 (2): 30-50.
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.
