Andrew Ang : Citation Profile

Are you Andrew Ang?

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

27

H index

37

i10 index

7932

Citations

RESEARCH PRODUCTION:

37

Articles

45

Papers

1

Books

RESEARCH ACTIVITY:

   24 years (1997 - 2021). See details.
   Cites by year: 330
   Journals where Andrew Ang has often published
   Relations with other researchers
   Recent citing documents: 552.    Total self citations: 42 (0.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pan374
   Updated: 2024-12-03    RAS profile: 2021-03-15    
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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 (119)

Rudebusch, Glenn (71)

Bekaert, Geert (71)

GUPTA, RANGAN (51)

Favero, Carlo (43)

Ravazzolo, Francesco (39)

Bauer, Michael (37)

Niu, Linlin (36)

Moreno, Antonio (35)

Inghelbrecht, Koen (34)

Chernov, Mikhail (33)

Cites to:

Campbell, John (67)

Bekaert, Geert (46)

Hodrick, Robert (31)

Harvey, Campbell (31)

Fama, Eugene (27)

Jagannathan, Ravi (26)

Shiller, Robert (25)

French, Kenneth (24)

Stambaugh, Robert (19)

West, Kenneth (18)

Duffie, Darrell (17)

Main data

Where Andrew Ang has published?

Journals with more than one article published# docs
Journal of Financial Economics6
Journal of Finance4
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 (2024 and 2023)

YearTitle of citing document
2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003.

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2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

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2023Inference for Low-Rank Models. (2021). Zhu, Yinchu ; Liao, Yuan ; Hansen, Christian ; Chernozhukov, Victor. In: Papers. RePEc:arx:papers:2107.02602.

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2023Variable importance without impossible data. (2022). Seiler, Benjamin B ; Owen, Art B ; Mase, Masayoshi. In: Papers. RePEc:arx:papers:2205.15750.

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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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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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2023A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997.

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2023Limiting 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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2023Decarbonization of financial markets: a mean-field game approach. (2023). Tankov, Peter ; Lavigne, Pierre. In: Papers. RePEc:arx:papers:2301.09163.

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2023Axiomatic characterization of pointwise Shapley decompositions. (2023). Christiansen, Marcus C. In: Papers. RePEc:arx:papers:2303.07773.

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2023Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling. (2023). Cao, Longbing ; Xu, Jia. In: Papers. RePEc:arx:papers:2305.08778.

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2023HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE. (2023). Lin, Dahua ; Dai, BO ; Rao, Anyi ; Wei, Zikai. In: Papers. RePEc:arx:papers:2306.02848.

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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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2023Action-State Dependent Dynamic Model Selection. (2023). Sancetta, Alessio ; Cordoni, Francesco. In: Papers. RePEc:arx:papers:2307.04754.

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2023Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation. (2023). Lu, Chung I. In: Papers. RePEc:arx:papers:2307.07694.

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2023Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628.

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2023D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options. (2023). Oosterlee, Cornelis W ; Andersson, Kristoffer. In: Papers. RePEc:arx:papers:2308.10556.

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2023New general dependence measures: construction, estimation and application to high-frequency stock returns. (2023). Leeuwenkamp, Aleksy ; Hu, Wentao. In: Papers. RePEc:arx:papers:2309.00025.

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2023Common Firm-level Investor Fears: Evidence from Equity Options. (2023). Baruník, Jozef ; Ellington, Michael ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2309.03968.

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2023Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot. (2023). Jacka, Saul D ; Gupta, Puru. In: Papers. RePEc:arx:papers:2309.16047.

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2023Valuation Duration of the Stock Market. (2023). Wang, Chen ; Li, YE. In: Papers. RePEc:arx:papers:2310.07110.

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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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2023Adaptive Bayesian Learning with Action and State-Dependent Signal Variance. (2023). Hou, Kaiwen. In: Papers. RePEc:arx:papers:2311.12878.

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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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2023Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns. (2023). Fernandez-Fuertes, Ruben ; Favero, Carlo A. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23210.

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2023Forecasting Risks to the Canadian Economic Outlook at a Daily Frequency. (2023). Feunou, Bruno ; Kyeong, James ; Azizova, Chinara. In: Discussion Papers. RePEc:bca:bocadp:23-19.

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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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2023Anchoring Long-term VAR Forecasts Based On Survey Data and State-space Models. (2023). Gaglianone, Wagner ; Moreira, Marta Baltar. In: Working Papers Series. RePEc:bcb:wpaper:574.

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2023Evaluating central bank asset purchases in a term structure model with a forward-looking supply factor. (2023). Equiza-Goñi, Juan ; Moreno, Antonio ; Gimeno, Ricardo ; Thomas, Carlos. In: Working Papers. RePEc:bde:wpaper:2303.

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2023Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23.

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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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2023The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13.

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2023Excess Asset Returns Predictability in an Emerging Economy: The Case of Colombia. (2023). Sarmiento, Eduardo ; López, Martha. In: Borradores de Economia. RePEc:bdr:borrec:1243.

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2023.

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

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2023Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation. (2018). Yew, Rand Kwong. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:423-463.

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2023How is illiquidity priced in the Chinese stock market?. (2023). Shen, Zhiqi ; Jiang, Fuwei ; Wu, Kai ; Liu, Jun. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:s1:p:1285-1320.

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2023S&P 500 volatility, volatility regimes, and economic uncertainty. (2023). Chatrath, Arjun ; Adrangi, Bahram ; Raffiee, Kambiz. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1362-1387.

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2023The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376.

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2023Diagnostics for asset pricing models. (2023). Zhou, Guofu ; He, AI. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:4:p:617-642.

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2023Exploring the performance of US international bond mutual funds. (2023). Littlejohn, Elizabeth ; Fletcher, Jonathan ; Marshall, Andrew. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:765-782.

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2023The price impact of analyst revisions and the state of the economy: Evidence around the world. (2023). Su, Chen. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:887-930.

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2023Ride the trend: Is there spread momentum profit in the US commodity markets?. (2023). Garcia, Philip ; Serra, Teresa ; Shang, Quanbiao. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:74:y:2023:i:1:p:24-47.

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2023Beliefs Aggregation and Return Predictability. (2023). Wang, Yajun ; Obizhaeva, Anna A ; Kyle, Albert S. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:1:p:427-486.

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2023Pockets of Predictability. (2023). Timmermann, Allan ; Schmidt, Lawrence ; Farmer, Leland E. In: Journal of Finance. RePEc:bla:jfinan:v:78:y:2023:i:3:p:1279-1341.

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2023Informed trading of out?of?the?money options and market efficiency. (2022). Kim, Dong Hyun ; Kang, Changmo ; Lee, Geul. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:2:p:247-279.

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2023Forecasting inflation with a zero lower bound or negative interest rates: Evidence from point and density forecasts. (2023). Caporale, Guglielmo Maria ; Anderl, Christina. In: Manchester School. RePEc:bla:manchs:v:91:y:2023:i:3:p:171-232.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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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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2023The midterm election effect on US stock returns: Some practical considerations for investors. (2023). Wagner, Moritz ; Biakowski, Jdrzej ; Anderson, Warwick. In: Working Papers in Economics. RePEc:cbt:econwp:23/05.

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2023Global Production Linkages and Stock Market Comovement. (2023). Auer, Raphael A ; Wagner, Alexander F ; Schrimpf, Andreas ; Iwadate, Bruce. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10492.

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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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2023Investor-driven corporate finance: evidence from insurance markets. (2023). Kubitza, Christian. In: Working Paper Series. RePEc:ecb:ecbwps:20232816.

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2023Price setting on the two sides of the Atlantic: evidence from supermarket-scanner data. (2023). Karadi, Peter ; Wursten, Jesse ; Seiler, Pascal ; Bachiller, Javier Sanchez ; Amann, Juergen. In: Working Paper Series. RePEc:ecb:ecbwps:20232853.

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2023The beta anomaly and the quality effect in international stock markets. (2023). Wu, Winston ; Veron, Jose Francisco ; Bradrania, Reza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000229.

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2023Intentional and spurious herding behavior: A sentiment driven analysis. (2023). Pochea, Maria Miruna ; Filip, Angela Maria. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000242.

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2023Company name fluency and stock returns. (2023). , Remco ; van den Assem, Martijn J ; Montone, Maurizio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000333.

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2023Beta, value, and growth: Do dichotomous risk-preferences explain stock returns?. (2023). Montone, Maurizio. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000485.

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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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2023Asset prices in a labor search model with confidence shocks. (2023). Krivenko, Pavel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002676.

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2023Hedge funds trading strategies and leverage. (2023). Mu, Congming ; Lu, Lei ; Liu, Wenqiong ; Huang, Wenli. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s016518892300043x.

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

Works by Andrew Ang:

YearTitleTypeCited
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]		article200
2011Regime Changes and Financial Markets.(2011) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 200		paper
2011Regime Changes and Financial Markets.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 200		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]		paper5
2002Regime Switches in Interest Rates. In: Journal of Business & Economic Statistics.
[Citation analysis]		article525
1998Regime Switches in Interest Rates.(1998) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 525		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
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.
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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
2014The Joint Cross Section of Stocks and Options In: Journal of Finance.
[Full Text][Citation analysis]		article127
2013The Joint Cross Section of Stocks and Options.(2013) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 127		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.
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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]		article33
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.
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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]		article32
2003Do demographic changes affect risk premiums? Evidence from international data In: Working Paper Series.
[Full Text][Citation analysis]		paper61
2003Do Demographic Changes Affect Risk Premiums? Evidence from International Data.(2003) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 61		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: 61		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]		article473
2003What does the yield curve tell us about GDP growth?.(2003) In: Proceedings.
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This paper has nother version. Agregated cites: 473		article
2004What Does the Yield Curve Tell us about GDP Growth?.(2004) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 473		paper
2007CAPM over the long run: 1926-2001 In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article133
2005CAPM Over the Long Run: 1926-2001.(2005) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 133		paper
2011Hedge fund leverage In: Journal of Financial Economics.
[Full Text][Citation analysis]		article119
2011Hedge Fund Leverage.(2011) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 119		paper
2002Asymmetric correlations of equity portfolios In: Journal of Financial Economics.
[Full Text][Citation analysis]		article673
2005Why stocks may disappoint In: Journal of Financial Economics.
[Full Text][Citation analysis]		article138
2000Why Stocks May Disappoint.(2000) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 138		paper
2009High idiosyncratic volatility and low returns: International and further U.S. evidence In: Journal of Financial Economics.
[Full Text][Citation analysis]		article500
2008High Idiosyncratic Volatility and Low Returns: International and Further U.S. Evidence.(2008) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 500		paper
2003A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article1063
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: 1063		paper
2007Do macro variables, asset markets, or surveys forecast inflation better? In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article664
2006Do macro variables, asset markets, or surveys forecast inflation better?.(2006) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 664		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: 664		paper
2013Systemic sovereign credit risk: Lessons from the U.S. and Europe In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article278
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: 278		paper
2005No-arbitrage Taylor rules In: Proceedings.
[Full Text][Citation analysis]		article187
2007No-Arbitrage Taylor Rules.(2007) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 187		paper
2005No-Arbitrage Taylor Rules.(2005) In: 2005 Meeting Papers.
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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.
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This paper has nother version. Agregated cites: 140		paper
2006Downside Risk.(2006) In: The Review of Financial Studies.
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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]
This paper has nother version. Agregated cites: 53		paper
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]		paper26
2004The Cross-Section of Volatility and Expected Returns In: NBER Working Papers.
[Full Text][Citation analysis]		paper15
2008Do Funds-of-Funds Deserve Their Fees-on-Fees? In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
2008Taxes on Tax-Exempt Bonds In: NBER Working Papers.
[Full Text][Citation analysis]		paper4
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		article
2010Build America Bonds In: NBER Working Papers.
[Full Text][Citation analysis]		paper2
2013Liability Investment with Downside Risk In: NBER Working Papers.
[Citation analysis]		paper12
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]		paper40
2013Asset Pricing in the Dark: The Cross-Section of OTC Stocks.(2013) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		article
1999International Asset Allocation with Time-Varying Correlations In: NBER Working Papers.
[Full Text][Citation analysis]		paper63
2001Stock Return Predictability: Is it There? In: NBER Working Papers.
[Full Text][Citation analysis]		paper703
2007Stock Return Predictability: Is it There?.(2007) In: The Review of Financial Studies.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 703		article
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.
[Full Text][Citation analysis]		article2
2002International Asset Allocation With Regime Shifts In: The Review of Financial Studies.
[Citation analysis]		article835
2014Asset Management: A Systematic Approach to Factor Investing In: OUP Catalogue.
[Citation analysis]		book96
2018Factor risk premiums and invested capital: calculations with stochastic discount factors In: Journal of Asset Management.
[Full Text][Citation analysis]		article1
1997Interest Rate Risk Management In: North American Actuarial Journal.
[Full Text][Citation analysis]		article2
2012Risks, Returns, and Optimal Holdings of Private Equity: A Survey of Existing Approaches In: Quarterly Journal of Finance (QJF).
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