Ang, Andrew, and Geert Bekaert. 2004. “How do Regimes Affect Asset Allocation?” Financial Analysts Journal 60 (2): 86-99. Funded by INQUIRE Europe.
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, Geert Bekaert, and Jun Liu. 2005. “Why Stocks May Disappoint.” Journal of Financial Economics 76 (3): 471-508.
Ang, Andrew, Matthew Rhodes-Kropf, and Rui Zhao. 2006. “A New Measure for Measuring.” Institutional Investor’s Alpha, July/August, 40-45. Funded by the BSI GAMMA Foundation.
Ang, Andrew, Monika Piazzesi, and Min Wei. 2006, “What Does the Yield Curve Tell us about GDP Growth?” Journal of Econometrics 131 (1-2): 359-403.
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 Jun Liu. 2007. “Risk, Return and Dividends.” Journal of Financial Economics 85 (1): 1-38.
Ang, Andrew, Li Gu, and Yael V. Hochberg. 2007. “Is IPO Underperformance a Peso Problem?” Journal of Financial and Quantitative Analysis 42 (3): 565-594.
Ang, Andrew, Sen Dong and Monika Piazzesi. 2007. “No-Arbitrage Taylor Rules.” Manuscript.
