Andrew Ang

Publication Activity (10 Years)

Years Active: 2014-2021
Publications (10 Years): 4

Top Topics

Modular Architecture

Convex Optimization

Investment Strategies

Semidefinite Program

Top Venues

J. Optim. Theory Appl.

Publications

Nicholas Moehle, Mykel J. Kochenderfer, Stephen P. Boyd, Andrew Ang
Tax-Aware Portfolio Construction via Convex Optimization. J. Optim. Theory Appl. 189 (2) (2021)
Andrew Ang, Robin Dykstra
An Open Source PXIe Platform for Instrumentation Development. I2MTC (2019)
Andrew Ang, Matt Bourne, Robin Dykstra
An open source PXIe ecosystem based on FPGA modules. FPT (2017)
Andrew Ang, Matthew Bourne, Sergei Obruchkov, Robin Dykstra
Construction of a PXIe platform for instrumentation development. ICST (2017)
Andrew Ang, Dimitris Papanikolaou, Mark M. Westerfield
Portfolio Choice with Illiquid Assets. Manag. Sci. 60 (11) (2014)