Andrew Ang
Impact in
- Finance top 0.02%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
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- Monetary Policy and Economic Impact
Papers in
- Finance 61
- Financial Markets and Investment Strategies 48
- Financial Risk and Volatility Modeling 12
- Stochastic processes and financial applications 11
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- Market Dynamics and Volatility 14
- Housing Market and Economics 11
- Complex Systems and Time Series Analysis 7
- Co-authors
- Geert Bekaert (9 shared papers)Yuhang Xing (5 shared papers)Xiaoyan Zhang (2 shared papers)Robert J. Hodrick (2 shared papers)Joseph S. Chen (3 shared papers)Monika Piazzesi (2 shared papers)Min Wei (3 shared papers)Francis A. Longstaff (2 shared papers)
- Journals
- The Journal of Portfolio Management (12 papers)The Journal of Finance (7 papers)Journal of Financial Economics (6 papers)Review of Financial Studies (4 papers)Financial Analysts Journal (4 papers)
- Partner nations
- United StatesUnited KingdomHong Kong
In The Last Decade
Andrew Ang
72 papers receiving 9.8k citations
Andrew Ang's Hit Papers
Peers
Comparison fields: 5 of 113
- Finance 8.8k
- General Economics, Econometrics and Finance 2.9k
- Economics and Econometrics 6.4k
- Accounting 2.4k
- Management Science and Operations Research 1.0k
Countries citing papers authored by Andrew Ang
This map shows the geographic impact of Andrew Ang's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Andrew Ang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andrew Ang more than expected).
Fields of papers citing papers by Andrew Ang
This network shows the impact of papers produced by Andrew Ang. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Andrew Ang. The network helps show where Andrew Ang may publish in the future.
Co-authors
The 25 scholars most cited alongside Andrew Ang, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 77 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Cross‐Section of Volatility and Expected Returns Hit paper breakdown → | 2006 | 2287 |
| 2 | International Asset Allocation With Regime Shifts Hit paper breakdown → | 2002 | 948 |
| 3 | Asymmetric correlations of equity portfolios Hit paper breakdown → | 2002 | 843 |
| 4 | High idiosyncratic volatility and low returns: International and further U.S. evidence Hit paper breakdown → | 2008 | 785 |
| 5 | A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables Hit paper breakdown → | 2003 | 757 |
| 6 | Stock Return Predictability: Is it There? Hit paper breakdown → | 2006 | 701 |
| 7 | Downside Risk Hit paper breakdown → | 2006 | 578 |
| 8 | 2002 | 485 | |
| 9 | Do macro variables, asset markets, or surveys forecast inflation better? Hit paper breakdown → | 2007 | 438 |
| 10 | 2005 | 390 | |
| 11 | 2013 | 232 | |
| 12 | 2012 | 221 | |
| 13 | 2006 | 194 | |
| 14 | 2014 | 161 | |
| 15 | 2011 | 142 | |
| 16 | 2004 | 126 | |
| 17 | 2002 | 118 | |
| 18 | 2014 | 111 | |
| 19 | 2012 | 100 | |
| 20 | 2004 | 72 |
About Andrew Ang
Andrew Ang is a scholar working on Finance, Economics and Econometrics, General Economics, Econometrics and Finance, Accounting and Strategy and Management, having authored 77 papers that have together received 10.6k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (48 papers), Monetary Policy and Economic Impact (15 papers), Market Dynamics and Volatility (14 papers), Financial Risk and Volatility Modeling (12 papers), Corporate Finance and Governance (11 papers), Stochastic processes and financial applications (11 papers), Housing Market and Economics (11 papers) and Complex Systems and Time Series Analysis (7 papers). The work is most often cited by research in Finance (8.8k citations), General Economics, Econometrics and Finance (2.9k citations), Economics and Econometrics (6.4k citations), Accounting (2.4k citations) and Management Science and Operations Research (1.0k citations). Andrew Ang has collaborated with scholars based in United States, United Kingdom and Hong Kong. Frequent co-authors include Geert Bekaert, Yuhang Xing, Xiaoyan Zhang, Robert J. Hodrick, Joseph S. Chen, Monika Piazzesi, Min Wei, Francis A. Longstaff, Allan Timmermann and Dennis Kristensen. Their work appears in journals such as The Journal of Portfolio Management, The Journal of Finance, Journal of Financial Economics, Review of Financial Studies and Financial Analysts Journal.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.