Books by Andrew Ang
资产管理
资产管理
Efficient Market Theory and Ev
Efficient Market Theory and Evidence
Hedge fund leverage
Hedge fund leverage
Systemic sovereign credit risk
Systemic sovereign credit risk
Testing conditional factor mod
Testing conditional factor models
Build America bonds
Build America bonds
Locked up by a lockup
Locked up by a lockup
Do funds-of-funds deserve thei
Do funds-of-funds deserve their fees-on-fees?
High idiosyncratic volatility
High idiosyncratic volatility and low returns
No-arbitrage Taylor rules
No-arbitrage Taylor rules
Risk, return and dividends
Risk, return and dividends
The term structure of real rat
The term structure of real rates and expected inflation
Do macro variables, asset mark
Do macro variables, asset markets, or surveys forecast inflation better?
Is IPO underperformance a peso
Is IPO underperformance a peso problem?
CAPM over the long run
CAPM over the long run
Downside risk
Downside risk
The cross-section of volatilit
The cross-section of volatility and expected returns
What does the yield curve tell
What does the yield curve tell us about GDP growth?
Do demographic changes affect
Do demographic changes affect risk premiums?
How do regimes affect asset al
How do regimes affect asset allocation
How to discount cashflow with
How to discount cashflow with time-varying expected returns
A no-arbitrage vector autoregr
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
Downside risk and the momentum
Downside risk and the momentum effect
Stock return predictability
Stock return predictability
Why stocks may disappoint
Why stocks may disappoint
International asset allocation
International asset allocation with time-varying correlations
Regime switches in interest ra
Regime switches in interest rates