Ang, Andrew, Neil Nabar, and Samuel Wald. 2013. “Searching for a Common Factor in Public and Private Real Estate Returns.” Journal of Portfolio Management 39 (5): 120-133.
Ang, Andrew, and Francis A. Longstaff. 2013. “Systemic Sovereign Default Risk: Lessons from the U.S. and Europe.” Journal of Monetary Economics, 60 (5): 493-510.
Ang, Andrew, and Richard C. Green. 2013. “Lowering Borrowing Costs for States and Municipalities Through CommonMuni.” Municipal Finance Journal 34 (3): 43-94. Also published as Discussion Paper 2011-01, The Hamilton Project, Brookings Institution. Funded by The Hamilton Project.
Ang, Andrew, Bingxu Chen, and Suresh M. Sundaresan. 2013. “Liability Driven Investment with Downside Risk.” Journal of Portfolio Management 40 (1): 71-87.
Ang, Andrew. 2014. “Risk and Information in the Municipal Bond Market.” NBER Reporter, 3, 9-11.
Ang, Andrew, Vineer Bhansali, and Yuhang Xing. 2014. “The Muni Bond Spread: Credit, Illiquidity, and Tax.” Manuscript.
Ang, Andrew. 2014. Asset Management: A Systematic Approach to Factor Investing. Oxford University Press.
Ang, Andrew, Dimitris Papanikolaou, and Mark M. Westerfield. 2014. “Portfolio Choice with Illiquid Assets.” Management Science 60 (11): 2737-2761.
Ang, Andrew, Amit Goyal, and Antti Ilmanen. 2014. “Asset Allocation and Bad Habits.” Rotman International Journal of Pension Management 7 (2): 16-26.
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.
