Andrew Ang
Alma mater Stanford University Occupation Academic, Blackrock managing director Organization BlackRock Inc. 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.
Papers Andrew Ang is the co-author of the following award-winning papers.[1] [2]
Year
Award
Study
2014
Roger F. Murray Prize
Estimating Private Equity Returns From Limited Partner Cash Flows [3]
2011
Roger F. Murray Prize
Portfolio Choice With Illiquid Assets[4]
2005
Crowell Memorial Prize
Downside Risk[5]
Business In July 2015, Ang joined Blackrock Inc. as Head of the Factor-Based Strategies Group.[6]
Book Andrew Ang, Asset Management: A Systematic Approach to Factor Investing , (2014) Oxford University Press See also References
↑ "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 ↑ Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. (2014). Portfolio Choice With Illiquid Assets ↑ Ang, Andrew; Chen, Joseph; Xing, Yuhang (2005). Downside Risk ↑ "Prof Andrew Ang to Lead BlackRock's Factor-Based Strategies" . Chief Investment Officer. Retrieved December 14, 2015 .
External links Academics A - B Academics C - E Academics F - H Academics I -L Academics M - R Academics S - T Academics W - Z
Academics A - B Academics C - E Academics F - H Academics I -L Academics M - R Academics S - T Academics W - Z
