13 treff

Asset management : a systematic approach to factor investing
Andrew Ang
Bok Engelsk 2014
The efficient market theory and evidence : implications for active investment management
Andrew Ang, William N. Goetzmann, Stephen...
Bok Engelsk 2011
The cross-section of volatility and expected returns
Andrew Ang ... [et al.]
Bok Engelsk 2004
What does the yield curve tell us about GDP growth?
Andrew Ang, Monika Piazzesi, Min Wei
Bok Engelsk 2004
How do regimes affects asset allocation?
Andrew Ang, Geert Bekaert
Bok Engelsk 2003
How to discount cashflows with time-varying expected returns
Andrew Ang, Jun Liu
Bok Engelsk 2003
Do demographic changes affect risk premiums? : evidence from international data
Andrew Ang, Angela Maddaloni
Bok Engelsk 2003
Downside risk and the momentum effect
Andrew Ang, Joseph Chen, Yuhang Xing
Bok Engelsk 2001
Stock return predictability : is it there?

Bok Engelsk 2001
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Bok Engelsk 2001
Why stocks may disappoint
Andrew Ang, Geert Bekaert, Jun Liu
Bok Engelsk 2000
International asset allocation with time-varying correlations

Bok Engelsk 1999
Regime switches in interest rates

Bok Engelsk 1998