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International asset allocation with time-varying correlations
Ang, Andrew; Bekaert, Geert - 1999
Persistent link: https://www.econbiz.de/10001379604
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Inflation and individual equities
Ang, Andrew; Brière, Marie; Signori, Ombretta - 2012
Persistent link: https://www.econbiz.de/10009501844
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Inflation and individual equities
Ang, Andrew; Brière, Marie; Signori, Ombretta - In: Financial analysts' journal : FAJ 68 (2012) 4, pp. 36-55
Persistent link: https://www.econbiz.de/10009680592
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Hedge Fund Leverage
Ang, Andrew - 2011
We investigate the leverage of hedge funds in the time series and cross section. Hedge fund leverage is counter-cyclical to the leverage of listed financial intermediaries and decreases prior to the start of the financial crisis in mid-2007. Hedge fund leverage is lowest in early 2009 when the...
Persistent link: https://www.econbiz.de/10012461856
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Inflation and Individual Equities
Ang, Andrew - 2012
We study the inflation hedging ability of individual stocks. While the poor inflation hedging ability of the aggregate … inflation. Stocks with good inflation-hedging abilities since 1990 have had higher returns, on average, than stocks with low …
Persistent link: https://www.econbiz.de/10012460860
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Inflation and Individual Equities
Ang, Andrew; Briere, Marie; Signori, Ombretta - 2011
We study the inflation hedging ability of individual stocks. While the poor inflation hedging ability of the aggregate … inflation. Stocks with good inflation-hedging abilities since 1990 have had higher returns, on average, than stocks with low …
Persistent link: https://www.econbiz.de/10014178122
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Inflation and Individual Equities
Ang, Andrew - 2011
We study the inflation hedging ability of individual stocks. While the poor inflation hedging ability of the aggregate … inflation. Stocks with good inflation-hedging abilities since 1990 have had higher returns, on average, than stocks with low …
Persistent link: https://www.econbiz.de/10013127402
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Hedge Fund Leverage
Ang, Andrew - 2011
We investigate the leverage of hedge funds in the time series and cross section. Hedge fund leverage is counter-cyclical to the leverage of listed financial intermediaries and decreases prior to the start of the financial crisis in mid-2007. Hedge fund leverage is lowest in early 2009 when the...
Persistent link: https://www.econbiz.de/10013129223
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Inflation and Individual Equities
Ang, Andrew - 2012
We study the inflation hedging ability of individual stocks. While the poor inflation hedging ability of the aggregate … inflation. Stocks with good inflation-hedging abilities since 1990 have had higher returns, on average, than stocks with low …
Persistent link: https://www.econbiz.de/10013111115
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Hedge Fund Leverage
Ang, Andrew - 2011
We investigate the leverage of hedge funds using both time-series and cross-sectional analysis. Hedge fund leverage is counter-cyclical to the leverage of listed financial intermediaries and decreases prior to the start of the financial crisis in mid-2007. Hedge fund leverage is lowest in early...
Persistent link: https://www.econbiz.de/10013133334