| Andrew Ang |
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| Alma mater | Stanford University |
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| Occupation | Academic, Blackrock managing director |
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| Organization | BlackRock Inc. |
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| Website | Andrew Ang at Columbia |
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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". http://www.q-group.org/prize-winners/. Retrieved December 22, 2015.
- ↑ "PanAgora Asset Management Announces Crowell Award Winner". October 10, 2005. http://www.businesswire.com/news/home/20051010005528/en/PanAgora-Asset-Management-Announces-Crowell-Award-Winner. 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. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=gP-PebcAAAAJ&sortby=pubdate&citation_for_view=gP-PebcAAAAJ:wbdj-CoPYUoC.
- ↑ Ang, Andrew; Papanikolaou, Dimitris; Westerfield, Mark M. (2014). Portfolio Choice With Illiquid Assets. Management Science: INFORMS. pp. 2737-2761. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=gP-PebcAAAAJ&sortby=pubdate&citation_for_view=gP-PebcAAAAJ:olpn-zPbct0C.
- ↑ Ang, Andrew; Chen, Joseph; Xing, Yuhang (2005). Downside Risk. National Bureau of Economic Research. https://scholar.google.com/citations?view_op=view_citation&hl=en&user=gP-PebcAAAAJ&cstart=20&pagesize=80&sortby=pubdate&citation_for_view=gP-PebcAAAAJ:SeFeTyx0c_EC.
- ↑ "Prof Andrew Ang to Lead BlackRock’s Factor-Based Strategies". Chief Investment Officer. http://www.ai-cio.com/channel/NEWSMAKERS/Prof-Andrew-Ang-to-Lead-BlackRock-s-Factor-Based-Strategies/. Retrieved December 14, 2015.
External links
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