Jon A Christopherson

Jon A ChristophersonJon A. Christopherson, Ph.D., isa research fellow for Russell Investments, where he has a solidrecord of intellectual innovation.He has been a member of theeditorial advisory boards of TheJournal of Portfolio Management and The Journl ofInvestment Consulting.
David R. Cariño, Ph.D., is a researchfellow for Russell Investments.He was the architect ofthe Russell-Yasuda Kasai model, which received a Franz EdelmanAward by The Institute forOperations Research and the ManagementSciences. Cariño serves on the advisory boardof The Journal of Performance Measurement.
Wayne E. Ferson, Ph.D., holds theIvadelle and Theodore JohnsonChair in Banking and Financeat the USC Marshall School ofBusiness and is the former JohnL. Collins Chair in Finance atthe Carroll School of Management at BostonCollege. He is widely known in academic circles, has been published in the best academicjournals, and has served on several prestigiouseditorial boards. Read More Read Less

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Portfolio Performance Measurement and Benchmarking10 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 1 - What Is Performance and Benchmarking?2 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 3 - Returns Without Cash Flows12 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 4 - Average Returns10 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 5 - Returns in the Presence of Cash Flows17 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 6 - Comparing Two Portfolio Returns10 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 7 - Some Foundations9 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 9 - What Is Risk?10 % NR
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Portfolio Performance Meaurement and Benchmarking: Fixed-Income Risk10 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 11 - Fixed-Income Risk11 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 12 - Conditional Performance Evaluation6 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 14 - Factor Models8 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 16 - Factor Model (Barra) Performance AttributionNR
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Portfolio Performance Measurement and Benchmarking, Chapter 17 - Contributions to Return10 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 18 - Performance AttributionNR
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Portfolio Performance Measurement and Benchmarking, Chapter 19 - Linking Attribution Effects10 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 20 - Benchmarks and Knowledge9 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 22 - Index Weighting25 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 23 - Practical Issues with Building Indexes54 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 25 - Equity Style Indexes: Tools for Better Performance Evaluation and Plan Management13 % NR
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