Andrew Ang Google Scholar: h-index, Total Citations, and Citation Map
Andrew Ang's h-index is 53 (84 i10-index, 40,129+ total citations across 137+ publications) according to Google Scholar as of October 2026. Andrew Ang is affiliated with Tau Balance and Columbia University.
Andrew Ang is a researcher affiliated with Tau Balance and Columbia University, specializing in Finance, Asset Pricing, Investments. Their work has been cited 40,129 times. This profile visualizes their global influence, highlighting strong citation networks in United States.
Andrew Ang's Citation Metrics
Bibliometric impact based on 137 indexed publications.
- H-Index
- 53
- i10-Index
- 84
- Total Citations
- 40,129
- Citing Countries
- 21
As of October 2026.
Andrew Ang has an h-index of 53 and 40,129 total citations across 137 publications, with research cited by institutions in 21 countries.
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Global Impact Map
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The cross‐section of volatility and expected returns
20069,230
Top Citing Countries
Top Citing Institutions
Visa Evidence Package
Views and exports tuned for EB-1A, O-1A, and EB-2 NIW petitions. Sustained acclaim, geographic reach, and independent-citation filtering are the strongest evidence categories immigration adjudicators look for.
Significant Contributions
Auto-detected research lines — a seminal paper and the follow-up work building on it. Review and edit before using in a petition. Each Free PDF opens in a new tab — EB-1A organises this into the structure USCIS applies to Criterion 5 of 8 CFR § 204.5(h)(3)(v); EB-1B re-frames it under § 204.5(i)(3) (outstanding researcher); NIW presents it under prong 2 of Matter of Dhanasar.
18 citing papers could not be classified (no author data) — excluded from the percentages above.
The researcher established a foundational framework linking cross-sectional volatility to expected returns, subsequently expanding this inquiry to international idiosyncratic volatility and systematic factor investing.
The researcher advanced international asset allocation theory by integrating regime shifts, producing a seminal 2002 paper that has garnered over 2,700 citations and established a foundational framework for global portfolio management under uncertainty.
The researcher developed a no-arbitrage vector autoregression framework integrating macroeconomic and latent variables to model term structure dynamics, establishing a foundational approach in financial econometrics.
Citation trend (last 10 years)Click to expand
Citation Trend (Last 10 Years)
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About Andrew Ang's research
Andrew Ang is a researcher in Finance, Asset Pricing and Investments at Tau Balance and Columbia University. Their work has been cited 40,129 times across 137 publications (h-index 53), according to Google Scholar.
Their most-cited work, “The cross‐section of volatility and expected returns” (2006), has accumulated 9,230 citations. Other influential works include “International asset allocation with regime shifts” (2002) with 2,705 citations and “A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables” (2003) with 2,523 citations.
Citations of Andrew Ang's research come primarily from United States, China and United Kingdom, reflecting international research impact across 5+ countries. The interactive citation map above shows the full geographic distribution of the institutions citing this work.
