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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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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
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Asset pricing in the dark : the cross-section of OTC stocks
Ang, Andrew; Shtauber, Assaf A.; Tetlock, Paul C. - In: The review of financial studies 26 (2013) 12, pp. 2985-3028
Persistent link: https://www.econbiz.de/10010237374
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The cross-section of volatility and expected returns
Zhang, Xiaoyan; Ang, Andrew; Hodrick, Robert J.; Xing, … - 2004
Persistent link: https://www.econbiz.de/10002073591
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How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - 2003
Persistent link: https://www.econbiz.de/10001815763
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Asymmetric correlations of equity portfolios
Ang, Andrew; Chen, Joseph - In: Journal of financial economics 63 (2002) 3, pp. 443-494
Persistent link: https://www.econbiz.de/10001661703
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Stock return predictability : is it there?
Ang, Andrew; Bekaert, Geert - 2001
Persistent link: https://www.econbiz.de/10001569416
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How do regimes affect asset allocation?
Ang, Andrew; Bekaert, Geert - 2003
Persistent link: https://www.econbiz.de/10001825986
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The cross-section of volatility and expected returns
Ang, Andrew; Hodrick, Robert J.; Xing, Yuhang; Zhang, … - 2004
Persistent link: https://www.econbiz.de/10002418876
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How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562