William W. Jennings

William Jennings' Scholarly Research

Dr. Jennings generally researches real-world portfolio management problems. Recent research includes:

• Rebalancing
• The 60/40 portfolio

Earlier work considered:

• Normal return gaps
• Fees on alternative investments
• Energy stocks
• An updated look at the literature of wealth management
• Comparative Investment Policy Statements
• Categorizing alternative investments
• Equity style
• Behavioral asset allocation for foundations and endowments
• Do health care investments hedge health care liabilities?
• Disaggregated inflation-linked bonds
• The literature of private wealth management
• Institutional investors and corporate value
• Block-holding investors
• Valuing Social Security and pension benefits [several articles which were reprised in my book]

Dr. Jennings' research has been published in Strategic Management Journal, Financial Analysts Journal, Journal of Investing, Advances in Financial Economics, Journal of Wealth Management, Journal of Pension Economics & Finance and Financial Services Review. His SSRN author page includes his latest research.