European University Institute Library
Ang, Andrew
Type
http://bibfra.me/vocab/lite/Person
Label
Ang, Andrew
Name
Ang, Andrew
Actions
Share resources by the Person
Incoming Resources
Creator of
9
How do regimes affect asset allocation?
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
International asset allocation with time-varying correlations
Downside risk and the momentum effect
Stock return predictability, is it there?
How to discount cashflows with time-varying expected returns
Why stocks may disappoint
Regime switches in interest rates
Do demographic changes affect risk premiums?, evidence from international data
Link Analysis