PhD, University of Rhode Island, 2000.
MA, University of Rhode Island, 1992.
A.M., Brown University, 1992.
MBA, University of Rhode Island, 1991.
BA, Colby College, 1972.
I am currently a Level III CFA candidate and working towards finishing the CFA exam this spring.
I am also teaching a broad array of courses. In Finance, many of these courses have been redesigned to help students pass the Level I CFA exam. I enjoy teaching all the different levels of students that we have at the University of New Haven, from First-Year students to the capstone graduate student.
In my research, I have recently completed three on papers concerning estimation error and the Mean Variance (MV) model. Friends are reviewing three papers now and I hope to submit them to A-level journals, such as the Journal of Finance. I am also working on papers on robust regression and asset pricing anomalies.
Refereed Journal Articles Boynton, W. (2010). Brands, pricing power, and economic distres: Tests of the financial performance of brand firms during the Great Depression years. American Business Review, 23(2).
Boynton, W., Oppenheimer, H., Reid, S. F. (2009). Japanese day-of-the week return patterns: New results. Global Finance Journal(20), 1-20.
Boynton, W., Oppenheimer, H., Reid, S. F. (2008). The day-of-the-week-anomaly: the role of institutional investors in Japan. Applied Economics Letters, 16(7), 669-676.
Liang, J., Mensz, P., Wentworth, B. (2007). Testing the mean for business data: a non-traditional approach. Academy of Taiwan Business Management Review, 3(2), 126-134.
Boynton, W., Oppenheimer, H. R., Rainish, R., Reid, S. F. (2005). Tests of contrarian and momentum trading rules on stocks in industrial sectors. Journal of Financial and Economic Practice, 5(2).
Boynton, W., "Investing in the Fama and French 4-factor portfolio: insights from MV tests," Financial Management Association (FMA) Annual Meeting, Denver, Colorado. (October 2011).
Boynton, W., Jordan, S. J., Blosick, G. J., Rainish, R., "Tracking error volatility: test with Fama and French 4-factor model," presented at University of New Haven College of Business Research Forum, New Haven, Connecticut. (2009).
Boynton, W., "Will the smart, institutuonal investor drive prices to fundamental value? (with Steven J. Jordan)," Financial Management Association (FMA), Reno, Nevada. (2009).
Boynton, W., Jordan, S., "Learning about momentum: Bayesian tests," University of New Haven College of Business Research Forum, New Haven, Connecticut. (April 2009).
Boynton, W., Liang, J., M.-L., "Multivariate asset pricing tests: insights from spherical distribution theory," University of New Haven College of Business Research Forum, New Haven, Connecticut. (February 2009).
Boynton, W., "Bias in equally weighted CRSP indices and the power of asset pricing tests," presented (with Henry R. Oppenheimer) at Financial Management Association (FMA), St. Petersburg, Florida. (October 2008).
Associate Professor, University of New Haven. (2005 - Present).
Courses taught are corporate finance (undergraduate)
Assistant Professor, University of New Haven. (2000 - 2005).
Courses taught include corporate finance(undergraduate and graduate), investment analysis(graduate), statistical methods in finance (graduate), financial institutions(undergraduate), fixed income(graduate), international finance(graduate) and capital market theory(graduate)
Visiting Professor, University of New Haven. (1999 - 2000).
Courses taught include corporate finance (undergraduate and graduate)
Member, CFA Institute. (June 1, 2010 - Present).
I am a level III CFA candidate. The program requires a great deal of study and will help our school in improving its reputation.