Books written by Andrew Ang
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Asset Management: A Systematic Approach to Factor Investing
If these restrictions are not adhered to, donors may sue for return of their money—as the Robertson family did in accusing Princeton of mismanaging their gift. Originally intended to educate students at Princeton's Woodrow Wilson School ...
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The Efficient Market Theory and Evidence: Implications for Active Investment Management
Driessen, J., P. Maenhout, and G. Vilkov (2009), 'The Price of Correlation Risk: Evidence from Equity Options'. ... Duarte, J., F. A. Longstaff, and F. Yu (2005), 'Risk and return in fixed-income arbitrage: Nickels in front of a ...
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Asset Management: A Systematic Approach to Factor Investing
The excess return generated by Berkshire Hathaway relative to the CAPM riskadjusted benchmark is rex = ri − r bmk = r i − (0.49rf + 0.51rm). The average of the excess returns is the alpha, α = E(rex) = 0.72% per month.
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Asset Management: A Systematic Approach to Factor Investing
In this book, Ang upends the conventional wisdom about asset allocation by showing that what matters aren't asset class labels but the bundles of overlapping risks they represent
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Portfolio Structuring and the Value of Forecasting
Portfolio Structuring and the Value of Forecasting
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The Arabian Nights By Andrew Lang: Classics Edition Entertainments, Literature Series Tales, Tales of 1,001 Nights, Annotated. New Deluxe Edition
These collections of tales trace their roots back to ancient Arabia and Yemen, ancient Indian literature and Persian literature, ancient Egyptian literature and Mesopotamian mythology, ancient Syria and Asia Minor, and medieval Arabic folk ...
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Estate Planning Made Simple: Bilingual Books to Plan Your Legacy
Estate Planning Made Simple: Bilingual Books to Plan Your Legacy
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The Average A.C.E.: A Quick Guide to Entrepreneurship in Singapore
The Average A.C.E.: A Quick Guide to Entrepreneurship in Singapore
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JJ's Science Adventure: Heat & light
JJ's Science Adventure: Heat & light
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Strategy for Norways Pension Fund Global
The September 2013 electoral victory of a center-right coalition after eight years of Socialist rule promised to bring changes to Norway, including to the countrys vaunted sovereign wealth fund.
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Asset Management: A Systematic Approach to Factor Investing
A Systematic Approach to Factor Investing Andrew Ang. alternative beta, 226,450, 577, 591. See also factor investing Amaranth Advisors, 560 American Airlines, 18 American Depository Receipts (ADRs), 86 American National Bank, ...