Andrew Ang

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About Andrew Ang

Andrew Ang is the Ann F. Kaplan Professor of Business at Columbia Business School. He is a financial economist whose work centers on understanding the nature of risk and return in asset prices. His work spans bond markets, equities, asset management and portfolio allocation, and alternative investments. Prof. Ang has served as associate editor for several leading journals, and he has received grants from various government and industry organizations. He has consulted for several financial institutions, most often the Norwegian sovereign wealth fund. Prof. Ang received a Bachelor of Economics with First Class Honours from Macquarie University, Sydney, and a Masters of Statistics and PhD in Finance from Stanford University.

Book website: http://www.factorinvestingbook.com

Antti Ilmanen

Lasse Heje Pedersen

Aurélien Géron

Euan Sinclair

Ted Seides

Andrew L. Berkin

1 11 1

$97.66

Kindle Edition
$25.88

Kindle Edition
$23.45

Paperback
$105.99

Paperback

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Books By Andrew Ang

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Asset Management: A Systematic Approach to Factor Investing (Financial Management Association Survey and Synthesis) 7-Jul-2014

by Andrew Ang

( 50 )

$97.66 $114.99

In Asset Management: A Systematic Approach to Factor Investing, Professor Andrew Ang presents a comprehensive, new approach to the age-old problem of where to put your money. Years of experience as a finance professor and a consultant have led him to see that what matters aren't asset class labels, but instead the bundles of overlapping risks they represent. Factor risks must be the focus of our attention if we are to weather market turmoil and receive the rewards that come with doing so.

Clearly written yet full of the latest research and data, Asset Management is indispensable reading for trustees, professional money managers, smart private investors, and business students who want to understand the economics behind factor risk premiums, to harvest them efficiently in their portfolios, and to embark on the search for true alpha.

Other Formats:: Hardcover

Regime Changes and Financial Markets (Annual Review of Financial Economics Book 4) 1-Nov-2012

by Andrew Ang, Allan Timmermann

$25.88

Regime-switching models can match the tendency of financial markets to often change their behavior abruptly and the phenomenon that the new behavior of financial variables often persists for several periods after such a change. Although the regimes captured by regime-switching models are identified by an econometric procedure, they often correspond to different periods in regulation, policy, and other secular changes. In empirical estimates, the means, volatilities, autocorrelations, and cross-covariances of asset returns often differ across regimes in a manner that allows regime-switching models to capture the stylized behavior of many financial series including fat tails, heteroskedasticity, skewness, and time-varying correlations. In equilibrium models, regimes in fundamental processes, such as consumption or dividend growth, strongly affect the dynamic properties of equilibrium asset prices and can induce nonlinear risk-return trade-offs. Regime switches also lead to potentially large consequences for investors' optimal portfolio choice.

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