|Alma mater||Stanford University|
|Occupation||Academic, Blackrock managing director|
|Website||Andrew Ang at Columbia|
Andrew Ang is the Ann F Kaplan Professor of Business, Columbia Business School. He is also a managing director of a strategy group at Blackrock Inc.
Research interests include empirical asset pricing and applications of econometrics to financial problems. He has developed macro-models of fixed income, valuation models with time-varying expected returns, models of downside risk and other non-linearities in asset returns, and models of dynamic asset allocation.
|2014||Roger F. Murray Prize||Estimating Private Equity Returns From Limited Partner Cash Flows |
|2011||Roger F. Murray Prize||Portfolio Choice With Illiquid Assets|
|2005||Crowell Memorial Prize||Downside Risk|
In July 2015, Ang joined Blackrock Inc. as Head of the Factor-Based Strategies Group.
- Andrew Ang, Asset Management: A Systematic Approach to Factor Investing, (2014) Oxford University Press
- "Roger F. Murray Prize". Qgroup. Retrieved December 22, 2015.
- "PanAgora Asset Management Announces Crowell Award Winner". BusinessWire. October 10, 2005. Retrieved December 22, 2015.
- Ang, Andrew; Chen, Binbxu; Goetzmann, William N.; Phalippou, Ludovic. Estimating Private Equity Returns From Limited Partner Cash Flows. Netspar Discussion Paper.
- Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. (2014). Portfolio Choice With Illiquid Assets. Management Science: INFORMS. pp. 2737–2761.
- Ang, Andrew; Chen, Joseph; Xing, Yuhang (2005). Downside Risk. National Bureau of Economic Research.
- "Prof Andrew Ang to Lead BlackRock's Factor-Based Strategies". Chief Investment Officer. Retrieved December 14, 2015.
- Home page
- Andrew Ang's Web Page
- Author page, Academic search (beta)
- Andrew Ang : Citation Profile,CitEc
- Google Scholar page
- IDEAS, RePEc
- Author page, SSRN