Jon Christopherson

Jon ChristophersonJon A. Christopherson, Ph.D., is a research fellow for Russell Investments, where he has a solid record of intellectual innovation. He has been a member of the editorial advisory boards of The Journal of Portfolio Management and The ournal of Investment Consulting.
David R. Cariño, Ph.D., is a research fellow for Russell Investments. He was the architect of the Russell-Yasuda Kasai model, which received a Franz Edelman Award by The Institute for Operations Research and the Management Sciences. Cariño serves on the advisory board of The Journal of Performance Measurement.
Wayne E. Ferson, Ph.D., holds the Ivadelle and Theodore Johnson Chair in Banking and Finance at the USC Marshall School of Business and is the former John L. Collins Chair in Finance at the Carroll School of Management at Boston College. He is widely known in academic circles, has been published in the best academic journals, and has served on several prestigious editorial 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 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 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 28 - Global and International Equity Benchmarks12 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 29 - Fixed-Income Benchmarks9 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 30 - Real Estate Benchmarks12 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 31 - Hedge Fund Universes37 % NR
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Portfolio Performance Measurement and Benchmarking, Chapter 32 - Determining Investment Style9 % 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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