Andrew Ang

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Andrew Ang
Alma materStanford University
OccupationAcademic, Blackrock managing director
OrganizationBlackRock Inc.
WebsiteAndrew 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.


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]


In July 2015, Ang joined Blackrock Inc. as Head of the Factor-Based Strategies Group.[6]


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

See also


External links