Biblio

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Filters: Author is Ang, Andrew  [Clear All Filters]
2014
Ang A. Asset Management: A Systematic Approach to Factor Investing. Oxford University Press; 2014.
2007
Ang A, Bekaert G. "Stock return predictability: Is it there?" Review of Financial studies. 2007;20:651-707.
2006
Ang A, Hodrick RJ, Xing Y, Zhang X. "The cross-section of volatility and expected returns." The Journal of Finance. 2006;61:259-299.
2002
Ang A, Bekaert G. "International asset allocation with regime shifts." Review of Financial studies. 2002;15:1137-1187.