William W. Jennings

U.S. Air Force Academy - Department of Management

2354 Fairchild Drive

Suite 6H-94

Academy, CO 80840-2944

United States

SCHOLARLY PAPERS

17

DOWNLOADS
Rank 31,646

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Top 31,646

in Total Papers Downloads

3,026

SSRN CITATIONS
Rank 26,706

SSRN RANKINGS

Top 26,706

in Total Papers Citations

17

CROSSREF CITATIONS

27

Scholarly Papers (17)

1.

Fees Eat Diversification's Lunch

Financial Analysts Journal, Volume 72, Issue 2, March/April 2016, pages 31-40
Number of pages: 16 Posted: 28 Dec 2014 Last Revised: 31 Mar 2016
William W. Jennings and Brian Payne
U.S. Air Force Academy - Department of Management and US Air Force Academy
Downloads 1,308 (29,362)
Citation 2

Abstract:

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investment fees, portfolio choice, asset allocation, diversification, endowment model

2.

Further Evidence on Institutional Ownership and Corporate Value

Number of pages: 40 Posted: 10 Jun 2004
William W. Jennings
U.S. Air Force Academy - Department of Management
Downloads 514 (103,147)
Citation 3

Abstract:

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Corporate governance, institutional ownership

3.

Disaggregated Tips: The Case for Disaggregating Inflation-Linked Bonds into Bonds Linked to Narrower CPI Components

Number of pages: 18 Posted: 14 Sep 2004
William W. Jennings
U.S. Air Force Academy - Department of Management
Downloads 362 (154,934)
Citation 2

Abstract:

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Consumer price index, CPI, inflation-linked bonds, TIPS, pensions

4.
Downloads 292 (194,777)
Citation 1

Institutional Ownership, Information and Liquidity

Innovations in Investments and Corporate Finance, Vol. 7, pp. 41-71, 2002
Number of pages: 31 Posted: 19 Mar 1997 Last Revised: 19 Jun 2010
U.S. Air Force Academy - Department of Management, University of Missouri-ColumbiaVirginia Tech and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 292 (193,590)
Citation 1

Abstract:

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institutional owners, information, ownership structure

Institutional Ownership, Information and Liquidity

Posted: 27 Nov 1996
U.S. Air Force Academy - Department of Management, University of Missouri-ColumbiaVirginia Tech and University of Minnesota - Twin Cities - Carlson School of Management

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5.

Kentucky Windage for Asset Allocation

Number of pages: 27 Posted: 02 Feb 2024
William W. Jennings and Brian C. Payne
U.S. Air Force Academy - Department of Management and University of Nebraska at Omaha - Department of Finance, Banking & Law
Downloads 282 (201,887)

Abstract:

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portfolio choice, asset allocation, taxes

6.

Information Advantages of Large Institutional Owners

Strategic Management Journal, Vol. 29, pp. 219-227, 2008
Number of pages: 9 Posted: 05 Feb 2008
University of Missouri-ColumbiaVirginia Tech, University of Missouri at Columbia - School of Accountancy and U.S. Air Force Academy - Department of Management
Downloads 268 (212,547)
Citation 11

Abstract:

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institutional owners, monitoring, ownership concentration, information, bid-ask spread

7.

A Simple Stock-Bond Categorization of Alternative Investments

Posted: 21 May 2019
William W. Jennings
U.S. Air Force Academy - Department of Management

Abstract:

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mean-variance optimization, alternative investments, asset allocation, portfolio choice, pension investment, non-profit investment, endowment investment

8.

A Framework for Analyzing Defined Benefit Pension Insurance: The Survivor Benefit Plan for Veterans

Posted: 01 Feb 2018
William W. Jennings, Jeff Merrell, Thomas O'Malley and Brian Payne
U.S. Air Force Academy - Department of Management, University of Colorado at Boulder - Leeds School of Business, U.S. Air Force Academy - Department of Management and US Air Force Academy

Abstract:

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pension, retirement, simulation, survivor benefit plan, insurance

9.

Normal Return Gaps

Posted: 01 Feb 2016 Last Revised: 15 Jan 2024
William W. Jennings, Thomas O'Malley and Brian Payne
U.S. Air Force Academy - Department of Management, U.S. Air Force Academy - Department of Management and US Air Force Academy

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portfolio choice, asset allocation, performance analysis, risk, private wealth management, mathematical methods

10.

Perspectives: Two Key Concepts for Wealth Management and Beyond

Financial Analysts Journal, Vol. 68, No. 1, 2012
Posted: 24 Jan 2012
William Reichenstein, William W. Jennings and Stephen Horan
Baylor University - Department of Finance, Insurance & Real Estate, U.S. Air Force Academy - Department of Management and CFP Board of Standards

Abstract:

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Portfolio Management, Tax Efficiency, Private Wealth Management, Investment Strategy and Asset Allocation, Tax-Aware Investment Strategies, Investment Vehicles and Asset Class Exposures, Tax-Deferred or Tax-Exempt Savings Vehicles

11.

Energy Stocks as a Separate Portfolio Allocation

Posted: 19 Jun 2010 Last Revised: 01 Apr 2020
William W. Jennings
U.S. Air Force Academy - Department of Management

Abstract:

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portfolio choice, mean-variance optimization, asset allocation, endowment investing, energy investing

12.

Examining the Use of Investment Policy Statements

Posted: 20 Feb 2010 Last Revised: 30 Jun 2018
Steve P. Fraser and William W. Jennings
Florida Gulf Coast University and U.S. Air Force Academy - Department of Management

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13.

Do Health Care Investments Hedge Health Care Liabilities?

Posted: 29 Nov 2007
William W. Jennings, Steve P. Fraser and Brian C. Payne
U.S. Air Force Academy - Department of Management, Florida Gulf Coast University and University of Nebraska at Omaha - Department of Finance, Banking & Law

Abstract:

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portfolio choice, mean-variance optimization, asset allocation, pension, liability-driven investment, non-profit investment, health-care financing

14.

Strategic Asset Allocation for Individual Investors: The Impact of the Present Value of Social Security Benefits

Financial Services Review, Vol. 9, No. 4, 2006
Posted: 10 Jul 2006
Steve P. Fraser, William W. Jennings and David R. King
Florida Gulf Coast University, U.S. Air Force Academy - Department of Management and U.S. Air Force Academy - Department of Mangement

Abstract:

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social security, portfolio choice, mean-variance optimization, valuation

15.

Behavioral Asset Allocation for Foundations and Endowments

Posted: 29 Jun 2006
William W. Jennings and Steve P. Fraser
U.S. Air Force Academy - Department of Management and Florida Gulf Coast University

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behavioral finance, portfolio choice, asset allocation, nonprofit, endowment, foundation, mean-variance optimization

16.

Socially Enhanced Indexing: Applying Enhanced Indexing Techniques to Socially Responsible Investment

Posted: 22 Mar 2006 Last Revised: 28 Nov 2018
William W. Jennings and Gregory W. Martin
U.S. Air Force Academy - Department of Management and University of North Carolina (UNC) at Charlotte - Department of Accounting

Abstract:

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socially responsible investing, SRI, enhanced indexing

17.

Style & De Stijl, or Morningstar & Mondrian: The Use & Misuse of Style Boxes

Posted: 18 Jul 2004
William W. Jennings and Kevin J. Davis
U.S. Air Force Academy - Department of Management and U.S. Air Force Academy - Department of Management

Abstract:

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Portfolio management, investment style, behavioral finance