Schwaiger, Katharina, Riyadh Ali, and Andrew Ang. 2023. “Net Zero Sovereign Bond Portfolios.” In Evolving Practices in Public Investment Management: Proceedings of the Eighth Public Investors Conference, Bank of International Settlements, pp. 167-184.
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.
Ang, Andrew, Jennifer Bender, Harindra de Silva, and Pim van Vliet. 2023. “Factor Investing Webinar.” Journal of Portfolio Management, DOI: 10.3905/jpm.2023.1.491.
Ang, Andrew, Jennie Bai, and Hao Zhou. 2023. “The Great Wall of Debt: The Cross Section of Chinese Local Government Credit Spreads.” Journal of Finance and Data Science 9, 100098.
Ang, Andrew. 2023. “Trends and Cycles of Style Factors in the 20th and 21st Centuries.” Journal of Portfolio Management 49 (2): 33-56.
Zhang, Chi, Xinyang Li, Andrea Tamoni, and Misha van Beek. 2024. “ESG Risk and Returns Implied by Demand-Based Asset Pricing Models.” Journal of Asset Management 25: 203-221.
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.
Ang, Andrew, and Ananth Madhavan. 2024. “Filled and Killed: Forecast and Realized Trading Costs Across Horizons from Global Equity and Fixed Income Portfolio Trades.” Journal of Portfolio Management 50 (9): 8-28.
