Professor Ang specializes in 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. He is a Research Associate of the National Bureau of Research and is the recipient of several grants, including grants from the National Science foundation and grants from major industry organizations such as the Q-Group, INQUIRE-UK, and INQUIRE-Europe. He is Associate Editor at half a dozen journals including the Journal of Finance and Journal of Financial and Quantitative Analysis. Professor Ang teaches courses on investment management and empirical asset pricing.
Author(s): Andrew Ang, Assaf Shtauber, Paul Tetlock