Similar Search Results - EconBiz

BlackRock: reserves management with factors and reference portfolios

Ang, Andrew; Chua, David; Gallagher, Katelyn; Hull, Stephen - In: Asset management at central banks and monetary …, (pp. 459-484). 2020

Factors - historically broad and persistent sources of return - can be used with simple equity-bond Reference Portfolios to meet the multiple challenges facing official reserve institutions. First, Reference Portfolios can be constructed to reflect the risk appetite of stakeholders, provide...

Persistent link: https://www.econbiz.de/10012295593

International asset allocation with time-varying correlations

Ang, Andrew; Bekaert, Geert - 1999

Persistent link: https://www.econbiz.de/10001379604

Portfolio choice with illiquid assets

Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. - In: Management science : journal of the Institute for … 60 (2014) 11, pp. 2737-2761

Persistent link: https://www.econbiz.de/10010461809

Factor timing with cross-sectional and time-series predictors

Hodges, Philip; Hogan, Kedreth C.; Peterson, Justin R.; … - In: The journal of portfolio management : a publication of … 44 (2017) 1, pp. 30-43

Persistent link: https://www.econbiz.de/10011877409

Factor risk premiums and invested capital : calculations with stochastic discount factors

Ang, Andrew; Hogan, Kedreth C.; Shores, Sara - In: The journal of asset management 19 (2018) 3, pp. 145-155

Persistent link: https://www.econbiz.de/10011847731

International asset allocation with regime shifts

Ang, Andrew; Bekaert, Geert - In: The review of financial studies 15 (2002) 4, pp. 1137-1187

Persistent link: https://www.econbiz.de/10001716088

Liability investment with downside risk

Ang, Andrew; Chen, Bingxu; Sundaresan, Suresh M. - 2013

Persistent link: https://www.econbiz.de/10009748525

Portfolio choice with illiquid assets

Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark - 2013

Persistent link: https://www.econbiz.de/10010188523

Why stocks may disappoint

Ang, Andrew; Bekaert, Geert; Liu, Jun - 2000

Persistent link: https://www.econbiz.de/10001493702

Why stocks may disappoint

Ang, Andrew; Bekaert, Geert; Liu, Jun - In: Journal of financial economics 76 (2005) 3, pp. 471-508

Persistent link: https://www.econbiz.de/10002878239

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