Andrew Ang

• Asset Management
• Asset Management
• A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
• Build America bonds
• CAPM over the long run
• Do demographic changes affect risk premiums?
• Do funds-of-funds deserve their fees-on-fees?
• Do macro variables, asset markets or surveys forecast inflation better?
• Do macro variables, asset markets, or surveys forecast inflation better?
• Downside risk
• Downside risk and the momentum effect
• Efficient Market Theory and Evidence