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.
Ang, Andrew, Richard C. Green, Francis A. Longstaff, and Yuhang Xing. 2017. “Advance Refundings of Municipal Bonds.” Journal of Finance 72 (4): 1645-1682.
Ang, Andrew. 2017. “Introduction.” In Jurczenko, Emmanuel, ed. Factor Investing: From Traditional to Alternative Risk Premia. ISTE Press – Elsevier, pp. xix-xxiii.
Madhavan, Ananth, Aleksander Sobczyk, and Andrew Ang. 2018. “What’s in Your Benchmark? A Factor Analysis of Major Market Indexes.” Journal of Portfolio Management, 44 (4): 46-59. Reprinted Madhavan, Ananth, Aleksander Sobczyk, and Andrew Ang. 2018. Journal of Index Investing 9 (2): 66-79.
Ang, Andrew, Sara Shores, and Bob Bass with Di Sanborn, Kristin Fergis, and Katelyn Gallagher, 2018. “Strategic Factor Allocation: Applying Factors in Portfolio Design.” Risk & Rewards, Society of Actuaries 72: 1-13.
