Andrew Ang

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.

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

Book

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