William W. Jennings

U.S. Air Force Academy - Department of Management

2354 Fairchild Drive

Suite 6H-94

Academy, CO 80840-2944

United States

  • U.S. Air Force Academy - Department of Management

SCHOLARLY PAPERS

16

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Scholarly Papers (16)

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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 1,199 (16,508)
Citation 2

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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 450 (63,178)
Citation 3

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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 326 (92,023)
Citation 2

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

4.

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

Number of pages: 20 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
Downloads 294 (103,062)

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Portfolio management, investment style, behavioral finance

5.

Information Advantages of Large Institutional Owners

Strategic Management Journal, Vol. 29, pp. 219-227, 2008
Number of pages: 9 Posted: 05 Feb 2008
Karen Schnatterly, Kenneth W. Shaw and William W. Jennings
University of Missouri-Columbia, University of Missouri at Columbia - School of Accountancy and U.S. Air Force Academy - Department of Management
Downloads 231 (132,358)
Citation 1

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

6.

Institutional Ownership, Information and Liquidity

Downloads 195 (155,511)

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
William W. Jennings, Karen Schnatterly and Paul J. Seguin
U.S. Air Force Academy - Department of Management, University of Missouri-Columbia and University of Minnesota - Twin Cities - Carlson School of Management
Downloads 195 (155,370)

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institutional owners, information, ownership structure

Institutional Ownership, Information and Liquidity

Posted: 27 Nov 1996
William W. Jennings, Karen Schnatterly and Paul J. Seguin
U.S. Air Force Academy - Department of Management, University of Missouri-Columbia and University of Minnesota - Twin Cities - Carlson School of Management

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7.

Normal Return Gaps

Number of pages: 29 Posted: 01 Feb 2016 Last Revised: 28 Nov 2018
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
Downloads 99 (266,945)

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

8.

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

Number of pages: 43 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
Downloads 45 (405,851)

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pension, retirement, simulation, survivor benefit plan, insurance

9.

A Simple Stock-Bond Categorization of Alternative Investments

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

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

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 M. Horan
Baylor University - Department of Finance, Insurance & Real Estate, U.S. Air Force Academy - Department of Management and CFA Institute

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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: 28 Nov 2018
William W. Jennings
U.S. Air Force Academy - Department of Management

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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 US Air Force Academy

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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

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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

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socially responsible investing, SRI, enhanced indexing