Andrew Ang
Andrew Ang | |
---|---|
Alma mater | Stanford University |
Occupation | Academic, Blackrock managing director |
Organization | BlackRock Inc. |
Known for | Finance, asset pricing, investment management |
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. Netspar Discussion Paper.
- ↑ Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. (2014). Portfolio Choice With Illiquid Assets. Management Science: INFORMS. pp. 2737–2761.
- ↑ Ang, Andrew; Chen, Joseph; Xing, Yuhang (2005). Downside Risk. National Bureau of Economic Research.
- ↑ "Prof Andrew Ang to Lead BlackRock's Factor-Based Strategies". Chief Investment Officer. Retrieved December 14, 2015.
External links
- Home page
- Andrew Ang's Web Page
- Author page, Academic search (beta)
- Andrew Ang : Citation Profile,CitEc
- Google Scholar page
- IDEAS, RePEc
- Author page, SSRN