Andrew Ang



Andrew Ang is the Ann F Kaplan Professor of Business, Columbia Business School.

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.


 * Columbia Business School Directory Page
 * Andrew Ang's Web Page
 * Author page, SSRN
 * Google Scholar page