Andrew Ang

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Andrew Ang
Alma materStanford University
OccupationAcademic, Blackrock managing director
OrganizationBlackRock Inc.
WebsiteAndrew 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.


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]


In July 2015, Ang joined Blackrock Inc. as Head of the Factor-Based Strategies Group.[6]


  • Andrew Ang, Asset Management: A Systematic Approach to Factor Investing, (2014) Oxford University Press

See also


  1. "Roger F. Murray Prize". Qgroup. Retrieved December 22, 2015.
  2. "PanAgora Asset Management Announces Crowell Award Winner". BusinessWire. October 10, 2005. Retrieved December 22, 2015.
  3. Ang, Andrew; Chen, Binbxu; Goetzmann, William N.; Phalippou, Ludovic. Estimating Private Equity Returns From Limited Partner Cash Flows. Netspar Discussion Paper.
  4. Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. (2014). Portfolio Choice With Illiquid Assets. Management Science: INFORMS. pp. 2737–2761.
  5. Ang, Andrew; Chen, Joseph; Xing, Yuhang (2005). Downside Risk. National Bureau of Economic Research.
  6. "Prof Andrew Ang to Lead BlackRock's Factor-Based Strategies". Chief Investment Officer. Retrieved December 14, 2015.

External links