Zobrazeno 1 - 10
of 69
pro vyhledávání: '"William W. Jennings"'
Autor:
William W. Jennings
Publikováno v:
The Journal of Wealth Management. 26:39-48
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5a3e8b02f843d26a84776e6bb76b6555
https://doi.org/10.3905/jwm.2023.1.207
https://doi.org/10.3905/jwm.2023.1.207
Autor:
William W. Jennings, Brian C. Payne
Publikováno v:
The Journal of Wealth Management. 24:128-141
We detail how to extract factor risk, return, and correlation assumptions from a set of asset-class risk, return, and correlation assumptions. Such capital market assumptions are key tools in institutional and high net worth investment operations. Us
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c690c0dce2029c8ccca2cdcbb5c5cb08
https://doi.org/10.3905/jwm.2021.1.162
https://doi.org/10.3905/jwm.2021.1.162
Autor:
Brian C. Payne, William W. Jennings
Publikováno v:
The Journal of Wealth Management. 23:37-49
We start from the provocative contention that if an investor did not rebalance earlier this year (2020), then that investor does not have an asset allocation policy. More specifically, that investor does not have a rebalancing policy to preserve thei
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::97e799af84204e8870c0d89370f975c8
https://doi.org/10.3905/jwm.2020.1.116
https://doi.org/10.3905/jwm.2020.1.116
Publikováno v:
The Journal of Wealth Management. 23:18-35
Despite ever more sophisticated risk management and measurement, investment professionals have generally overlooked a simple but powerful measure of relative performance and portfolio diversification—the normal return gap. The authors develop a gen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7a9d735e5af9baa877cb0f57e42dd139
https://doi.org/10.3905/jwm.2020.1.105
https://doi.org/10.3905/jwm.2020.1.105
Publikováno v:
The Journal of Retirement. 6:22-32
We evaluate the 2018 option for U.S. military service members to switch from the legacy defined benefit (DB) pension to the new DB/DC hybrid Blended Retirement System. We show that the required return on the pre-retirement matching and incentives in
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7356b8a3961604dcb9d10561aeec374c
https://doi.org/10.3905/jor.2018.6.1.022
https://doi.org/10.3905/jor.2018.6.1.022
Publikováno v:
The Journal of Wealth Management. 19:9-21
The authors provide an operating manual for some useful, beyond-the-basics private wealth management tools. In this article, they have assembled a set of practical quantitative tools that private wealth managers can benefit from knowing and using. Be
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c0af381130eb0cf8862d84081dfdc6c3
https://doi.org/10.3905/jwm.2016.19.3.009
https://doi.org/10.3905/jwm.2016.19.3.009
Autor:
Brian C. Payne, William W. Jennings
Publikováno v:
Financial Analysts Journal. 72:31-40
Although diversification is often spoken of as the only free lunch in investing, the authors show that it is not free and that it must be considered in light of its costs. They also show that fees on diversifying asset classes are high relative to th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9fcb78aee9352b8e1fb9964511dd94fa
https://doi.org/10.2469/faj.v72.n2.1
https://doi.org/10.2469/faj.v72.n2.1
Publikováno v:
SSRN Electronic Journal.
Millions of defined benefit pensioners must select a pension insurance method. We present a framework for making this decision within the context of US military veterans’ Survivor Benefit Plan (SBP). Federal government subsidies generate a positive
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::67166fb5a17e6ace81eaa6b5cea92d9f
https://doi.org/10.2139/ssrn.3109019
https://doi.org/10.2139/ssrn.3109019
Publikováno v:
Financial Analysts Journal. 71:70-77
Asset allocation is profoundly influenced by at least two underappreciated concepts. First, tax-deferred accounts—for example, 401(k)s—are like partnerships in which the investor owns (1 – tn) of the partnership principal and the government own
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::686f4e989ffc189b169f80f479f53f19
https://doi.org/10.2469/faj.v71.n1.10
https://doi.org/10.2469/faj.v71.n1.10
Publikováno v:
SSRN Electronic Journal.
Despite ever more sophisticated risk management and measurement, investment professionals have generally overlooked a simple but powerful metric of relative risk and portfolio diversification -- the normal return gap. We develop a generalized specifi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::eaf5003e07d8771a654a8f19afadc63a
https://doi.org/10.2139/ssrn.2725271
https://doi.org/10.2139/ssrn.2725271