Jon A Christopherson

Styles, Factors, and Equity Benchmarks

Benchmarks and Knowledge

Contributions to Return

Returns Without Cash Flows

Global and International Equity Benchmarks

Estimating the Elements of the CAPM

Elements of a Desirable Benchmark

Factor Models

Linking Attribution Effects

Average Returns

Returns in the Presence of Cash Flows

Real Estate Benchmarks

Asset Class Return Expectations

Russell Style Index Methodology

Hedge Fund Universes

Determining Investment Style

Practical Issues with Building Indexes

What is Performance and Benchmarking?

Some Foundations

Market Timing

Comparing Two Portfolio Returns

Performance Attribution

What is Risk?

Index Weighting

Factor Model (Barra) Performance Attribution

Risk-Adjusted Return Measures

Fixed-Income Risk

Factors of Equity Returns in the United States

Equity Style Indexes

Fixed-Income Benchmarks

U.S. Equity Benchmarks

Conditional Performance Evaluation

Portfolio Performance Measurement and Benchmarking: GIPS