Andrew Ang : Citation Profile

National Bureau of Economic Research (NBER) (50% share)
Columbia University (50% share)

28

H index

38

i10 index

9404

Citations

RESEARCH PRODUCTION:

39

Articles

45

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 391
   Journals where Andrew Ang has often published
   Relations with other researchers
   Recent citing documents: 361.    Total self citations: 45 (0.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan374
   Updated: 2025-03-22    RAS profile: 2025-03-14    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrew Ang.

Is cited by:

Guidolin, Massimo (123)

Bekaert, Geert (73)

Rudebusch, Glenn (72)

GUPTA, RANGAN (57)

Favero, Carlo (45)

Ravazzolo, Francesco (39)

Bauer, Michael (38)

Niu, Linlin (36)

Demirer, Riza (35)

Inghelbrecht, Koen (35)

Moreno, Antonio (35)

Cites to:

Campbell, John (59)

Bekaert, Geert (46)

Harvey, Campbell (30)

Hodrick, Robert (30)

Fama, Eugene (26)

Shiller, Robert (25)

French, Kenneth (23)

Jagannathan, Ravi (20)

Duffie, Darrell (17)

Stambaugh, Robert (17)

West, Kenneth (17)

Main data

Production by document typepaperbookarticle19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210255075100Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250250500750Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year19971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020210k1k2k3kCitations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 28Most cited documents12345678910111213141516171819202122232425262728293005001,0001,500Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030102030h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Andrew Ang has published?

Journals with more than one article published# docs
Journal of Financial Economics6
Journal of Finance6
The Review of Financial Studies4
Proceedings3
Journal of Monetary Economics3
Journal of Financial and Quantitative Analysis2

Working Papers Series with more than one paper published# docs
NBER Working Papers / National Bureau of Economic Research, Inc35
CEPR Discussion Papers / C.E.P.R. Discussion Papers2
Papers / arXiv.org2

Recent works citing Andrew Ang (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Frequency-Dependent Higher Moment Risks. (2021). Baruník, Jozef ; Kurka, Josef. In: Papers. RePEc:arx:papers:2104.04264.

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2024An Empirical Assessment of Characteristics and Optimal Portfolios. (2021). Lamoureux, Christopher G ; Zhang, Huacheng. In: Papers. RePEc:arx:papers:2104.12975.

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2024Fast estimation of Kendalls Tau and conditional Kendalls Tau matrices under structural assumptions. (2022). Derumigny, Alexis ; van der Spek, Rutger. In: Papers. RePEc:arx:papers:2204.03285.

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2024Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974.

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2024Common Idiosyncratic Quantile Risk. (2022). Nevrla, Matej ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2208.14267.

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2024Modelling Large Dimensional Datasets with Markov Switching Factor Models. (2022). Massacci, Daniele ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2210.09828.

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2024Limiting sequential decompositions and applications in finance. (2022). Christiansen, Marcus C ; Stier, Hauke ; Junike, Gero. In: Papers. RePEc:arx:papers:2212.06733.

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2024On Adaptive Portfolio Management with Dynamic Black-Litterman Approach. (2023). Hsieh, Chung-Han ; Li, Chi-Lin. In: Papers. RePEc:arx:papers:2307.03391.

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2024Time-Varying Identification of Monetary Policy Shocks. (2023). Wo, Tomasz ; Camehl, Annika. In: Papers. RePEc:arx:papers:2311.05883.

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2024On the Redistribution of Maximal Extractable Value: A Dynamic Mechanism. (2024). Ventre, Carmine ; Piliouras, Georgios ; Krysta, Piotr ; Leonardos, Stefanos ; Chionas, Georgios ; Braga, Pedro. In: Papers. RePEc:arx:papers:2402.15849.

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2024Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335.

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2024Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index. (2024). Sarantsev, Andrey ; Atsiwo, Abraham. In: Papers. RePEc:arx:papers:2411.19444.

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2024Simple and Effective Portfolio Construction with Crypto Assets. (2024). Boyd, Stephen ; Johansson, Kasper. In: Papers. RePEc:arx:papers:2412.02654.

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2024Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics. (2024). He, Peilun ; Kordzakhia, Nino ; Shevchenko, Pavel V ; Peters, Gareth W. In: Papers. RePEc:arx:papers:2412.05889.

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2024Forecasting realized covariances using HAR-type models. (2024). Tafakori, Laleh ; Quiroz, Matias ; Manner, Hans. In: Papers. RePEc:arx:papers:2412.10791.

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2024Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

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2024Fitting Dynamically Misspecified Models: An Optimal Transportation Approach. (2024). Qu, Zhongjun ; Forneron, Jean-Jacques. In: Papers. RePEc:arx:papers:2412.20204.

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2025Copula Central Asymmetry of Equity Portfolios. (2025). Frattarolo, Lorenzo. In: Papers. RePEc:arx:papers:2501.00634.

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2025Exploratory Mean-Variance Portfolio Optimization with Regime-Switching Market Dynamics. (2025). Saunders, David ; Li, Bin ; Chen, Yuling Max. In: Papers. RePEc:arx:papers:2501.16659.

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2025Growing the Efficient Frontier on Panel Trees. (2025). He, Jingyu ; Feng, Guanhao ; Cong, Lin William. In: Papers. RePEc:arx:papers:2501.16730.

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2025De Finettis problem with fixed transaction costs and regime switching. (2025). Zhou, Xiaowen ; Yan, Kaixin ; Yamazaki, Kazutoshi ; Xu, Zuo Quan ; Wang, Wenyuan. In: Papers. RePEc:arx:papers:2502.05839.

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2025ChatGPT and Deepseek: Can They Predict the Stock Market and Macroeconomy?. (2025). Zhu, WU ; Zhou, Guofu ; Tang, Guohao ; Chen, Jian. In: Papers. RePEc:arx:papers:2502.10008.

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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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2024Decomposing Large Banks’ Systemic Trading Losses. (2024). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:24-6.

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2024Nowcasting Italian GDP growth: a Factor MIDAS approach. (2024). Silvestrini, Andrea ; Prifti, Orest ; Ceci, Donato. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1446_24.

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2024DeFi leverage. (2024). Huang, Wenqian ; Heimbach, Lioba. In: BIS Working Papers. RePEc:bis:biswps:1171.

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2024.

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2024Risk aversion and favourite–longshot bias in a competitive fixed?odds betting market. (2024). Whelan, Karl. In: Economica. RePEc:bla:econom:v:91:y:2024:i:361:p:188-209.

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2024.

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2024.

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2024.

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2024Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez ; Francesco, Ravazzolo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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2024Exchange Rates and Sovereign Risk: A Nonlinear Approach Based on Local Gaussian Correlations. (2024). Legrenzi, Gabriella Deborah ; Heinlein, Reinhold. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11019.

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2025The information matrix test for Markov switching autoregressive models with covariate-dependent transition probabilities. (2025). Sentana, Enrique ; Fiorentini, Gabriele ; Amengual, Dante. In: Working Papers. RePEc:cmf:wpaper:wp2025_2502.

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2025Untangling Illiquidity: Optimal Asset Allocation with Private Asset Classes. (2025). Dimitrov, Daniel. In: Working Papers. RePEc:dnb:dnbwpp:827.

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2025Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model. (2025). Renne, Jean-Paul ; Lemke, Wolfgang ; Bletzinger, Tilman. In: Working Paper Series. RePEc:ecb:ecbwps:20253012.

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2024Sustainable risk preferences on asset allocation: a higher order optimal portfolio study. (2024). Esparcia, Carlos ; Escribano, Ana ; Diaz, Antonio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000029.

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2024Extrapolative beliefs and return predictability: Evidence from China. (2024). Liu, Yumin ; Jiang, Fuwei ; Zhang, Huajing. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000728.

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2024Business aspects in focus, investor underreaction and return predictability. (2024). Jin, Zuben. In: Journal of Corporate Finance. RePEc:eee:corfin:v:84:y:2024:i:c:s0929119923001748.

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2024Corporate insider purchases and the options market: Competition among informed investors. (2024). Sulaeman, Johan ; Jeon, Byounghyun. In: Journal of Corporate Finance. RePEc:eee:corfin:v:87:y:2024:i:c:s0929119924000750.

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2024Reinforcement learning for continuous-time mean-variance portfolio selection in a regime-switching market. (2024). Li, Lingfei ; Wu, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001938.

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2024Risks and risk premia in the US Treasury market. (2024). Sarno, Lucio ; Zinna, Gabriele ; Li, Junye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s016518892300194x.

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2024A contagion test with unspecified heteroscedastic errors. (2024). Peng, Liang ; Hsiao, Cody Yu-Ling ; Lo, Chia Chun ; Ko, Stanley Iat-Meng ; Aboagye, Ernest. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923002105.

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2024Investment policies and risk sharing by corporate pensions. (2024). Li, Wei C ; Yao, Tong ; Ying, Jie. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:165:y:2024:i:c:s0165188924000836.

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2024Dynamic mean-variance portfolio selection under factor models. (2024). Cui, Xiangyu ; Kong, Lingjie ; Yang, Lanzhi ; Li, Duan ; Shi, Yun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:167:y:2024:i:c:s0165188924001155.

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2024What drives the tail risk effect in the Chinese stock market?. (2024). Zhu, Yifeng ; Wang, Hui ; Sun, Kaisi. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999323004431.

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2024Robust portfolio selection with subjective risk aversion under dependence uncertainty. (2024). Li, Yuhan ; Su, Xiaoshan. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000233.

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2024Does pension fund ownership reduce market manipulation? Evidence from China. (2024). Ur, Faheem ; Ma, Xiang ; Zhu, Xingting ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001249.

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2024Systematic COVID risk, idiosyncratic COVID risk and stock returns. (2024). Zhang, Jiachen ; Wan, Xiaoyuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001274.

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2024Risk-neutral skewness and stock market returns: A time-series analysis. (2024). Zhang, LU ; Wu, Zhengyu ; Li, Xiaowei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001638.

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2024Application of the LPPL model in the identification and measurement of structural bubbles in the Chinese stock market. (2024). Zhang, Han ; Ji, Hongyun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001833.

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2024Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894.

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2024Low interest rates and the predictive content of the yield curve. (2024). Haubrich, Joseph G ; Bordo, Michael D. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000056.

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2024The role of investor sentiment and market belief in forecasting V-shaped disposition effect: Evidence from a Bayesian learning process with DSSW model. (2024). Bataineh, Hassan ; Gider, Zeynullah ; Hassan, Kabir M ; Bouteska, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000081.

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2024Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111.

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2024Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict. (2024). Shen, Yiran ; Sun, Xiaolei ; Feng, Qianqian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001293.

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2024Option trading volume and the cross-section of option returns. (2024). Hu, Sen ; Yuan, Jianglei ; Liu, Dehong ; Chen, Carl R. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001542.

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2024Size and ESG premiums: Evidence from Chinese A-share market. (2024). Wu, Yanran ; Zhou, Riwang ; Zhang, Chao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001712.

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2024Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761.

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2024Forecasting inflation using sentiment. (2024). Uhl, Matthias W ; Eugster, Patrick. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000582.

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2024Realized regression with asynchronous and noisy high frequency and high dimensional data. (2024). Zhang, Lan ; Mykland, Per A ; Chen, Dachuan. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s030440762300132x.

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More than 100 citations found, this list is not complete...

Works by Andrew Ang:

Year  ↓Title  ↓Type  ↓Cited  ↓
2009Testing Conditional Factor Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper92
2012Testing conditional factor models.(2012) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92		article
2011Testing Conditional Factor Models.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 92		paper
2012Regime Changes and Financial Markets In: Annual Review of Financial Economics.
[Full Text][Citation analysis]		article204
2011Regime Changes and Financial Markets.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 204		paper
2011Regime Changes and Financial Markets.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 204		paper
2021Tax-Aware Portfolio Construction via Convex Optimization In: Papers.
[Full Text][Citation analysis]		paper1
2021Portfolio Performance Attribution via Shapley Value In: Papers.
[Full Text][Citation analysis]		paper6
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article527
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 527		paper
2018Investment beliefs of endowments In: European Financial Management.
[Full Text][Citation analysis]		article7
2010Locked Up by a Lockup: Valuing Liquidity as a Real Option In: Financial Management.
[Full Text][Citation analysis]		article14
2010Locked Up by a Lockup: Valuing Liquidity as a Real Option.(2010) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		paper
2006The Cross‐Section of Volatility and Expected Returns In: Journal of Finance.
[Full Text][Citation analysis]		article1348
2004The Cross-Section of Volatility and Expected Returns.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1348		paper
2008The Term Structure of Real Rates and Expected Inflation In: Journal of Finance.
[Full Text][Citation analysis]		article316
2004The Term Structure of Real Rates and Expected Inflation.(2004) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 316		paper
2004The term structure of real rates and expected inflation.(2004) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 316		article
2007The Term Structure of Real Rates and Expected Inflation.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 316		paper
2010Taxes on Tax‐Exempt Bonds In: Journal of Finance.
[Full Text][Citation analysis]		article25
2008Taxes on Tax-Exempt Bonds.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		paper
2014The Joint Cross Section of Stocks and Options In: Journal of Finance.
[Full Text][Citation analysis]		article130
2013The Joint Cross Section of Stocks and Options.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 130		paper
2017Advance Refundings of Municipal Bonds In: Journal of Finance.
[Full Text][Citation analysis]		article12
2013Advance Refundings of Municipal Bonds.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2018Estimating Private Equity Returns from Limited Partner Cash Flows In: Journal of Finance.
[Full Text][Citation analysis]		article34
2005Risk, Return and Dividends In: University of California at Los Angeles, Anderson Graduate School of Management.
[Full Text][Citation analysis]		paper18
2007Risk, return, and dividends.(2007) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		article
2007Risk, Return and Dividends.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
2007Is Ipo Underperformance a Peso Problem? In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article12
2006Is IPO Underperformance a Peso Problem?.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020Using Stocks or Portfolios in Tests of Factor Models In: Journal of Financial and Quantitative Analysis.
[Full Text][Citation analysis]		article36
2003Do demographic changes affect risk premiums? Evidence from international data In: Working Paper Series.
[Full Text][Citation analysis]		paper60
2003Do Demographic Changes Affect Risk Premiums? Evidence from International Data.(2003) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		paper
2005Do Demographic Changes Affect Risk Premiums? Evidence from International Data.(2005) In: The Journal of Business.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 60		article
2002Short rate nonlinearities and regime switches In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article92
2006What does the yield curve tell us about GDP growth? In: Journal of Econometrics.
[Full Text][Citation analysis]		article483
2003What does the yield curve tell us about GDP growth?.(2003) In: Proceedings.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 483		article
2004What Does the Yield Curve Tell us about GDP Growth?.(2004) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 483		paper
2007CAPM over the long run: 1926-2001 In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article134
2005CAPM Over the Long Run: 1926-2001.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 134		paper
2011Hedge fund leverage In: Journal of Financial Economics.
[Full Text][Citation analysis]		article120
2011Hedge Fund Leverage.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 120		paper
2002Asymmetric correlations of equity portfolios In: Journal of Financial Economics.
[Full Text][Citation analysis]		article681
2005Why stocks may disappoint In: Journal of Financial Economics.
[Full Text][Citation analysis]		article141
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 141		paper
2009High idiosyncratic volatility and low returns: International and further U.S. evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article509
2008High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 509		paper
2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1083
2001A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables.(2001) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1083		paper
2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article674
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 674		paper
2005Do Macro Variables, Asset Markets or Surveys Forecast Inflation Better?.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 674		paper
2013Systemic sovereign credit risk: Lessons from the U.S. and Europe In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article285
2011Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 285		paper
2005No-arbitrage Taylor rules In: Proceedings.
[Full Text][Citation analysis]		article187
2007No-Arbitrage Taylor Rules.(2007) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 187		paper
2005No-Arbitrage Taylor Rules.(2005) In: 2005 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 187		paper
2005Downside risk In: Proceedings.
[Full Text][Citation analysis]		article140
2005Downside Risk.(2005) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		paper
2006Downside Risk.(2006) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 140		article
2012Inflation and Individual Equities In: Post-Print.
[Full Text][Citation analysis]		paper16
2012Inflation and Individual Equities.(2012) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2014Portfolio Choice with Illiquid Assets In: Management Science.
[Full Text][Citation analysis]		article53
2013Portfolio Choice with Illiquid Assets.(2013) In: NBER Working Papers.
[Full Text][Citation analysis]
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2003How to Discount Cashflows with Time-Varying Expected Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper6
2003How do Regimes Affect Asset Allocation? In: NBER Working Papers.
[Full Text][Citation analysis]		paper27
2008Do Funds-of-Funds Deserve Their Fees-on-Fees? In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
2009Monetary Policy Shifts and the Term Structure In: NBER Working Papers.
[Full Text][Citation analysis]		paper96
2011Monetary Policy Shifts and the Term Structure.(2011) In: The Review of Economic Studies.
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2010Build America Bonds In: NBER Working Papers.
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2013Liability Investment with Downside Risk In: NBER Working Papers.
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2013Search for a Common Factor in Public and Private Real Estate Returns In: NBER Working Papers.
[Citation analysis]		paper8
2013Asset Pricing in the Dark: The Cross Section of OTC Stocks In: NBER Working Papers.
[Full Text][Citation analysis]		paper41
2013Asset Pricing in the Dark: The Cross-Section of OTC Stocks.(2013) In: The Review of Financial Studies.
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1999International Asset Allocation with Time-Varying Correlations In: NBER Working Papers.
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2001Stock Return Predictability: Is it There? In: NBER Working Papers.
[Full Text][Citation analysis]		paper720
2007Stock Return Predictability: Is it There?.(2007) In: The Review of Financial Studies.
[Full Text][Citation analysis]
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2001Downside Risk and the Momentum Effect In: NBER Working Papers.
[Full Text][Citation analysis]		paper12
2011The Efficient Market Theory and Evidence: Implications for Active Investment Management In: Foundations and Trends(R) in Finance.
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2002International Asset Allocation With Regime Shifts In: The Review of Financial Studies.
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2014Asset Management: A Systematic Approach to Factor Investing In: OUP Catalogue.
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2018Factor risk premiums and invested capital: calculations with stochastic discount factors In: Journal of Asset Management.
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1997Interest Rate Risk Management In: North American Actuarial Journal.
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2012Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches In: Quarterly Journal of Finance (QJF).
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