Books by Jon A Christopherson
Asset Class Return Expectations
Average Returns
Benchmarks and Knowledge
Comparing Two Portfolio Returns
Conditional Performance Evaluation
Contributions to Return
Determining Investment Style
Elements of a Desirable Benchmark
Equity Style Indexes
Estimating the Elements of the CAPM
Factor Model (Barra) Performance Attribution
Factor Models
Factors of Equity Returns in the United States
Fixed-Income Benchmarks
Fixed-Income Risk
Global and International Equity Benchmarks
Hedge Fund Universes
Index Weighting
Linking Attribution Effects
Performance Attribution
Practical Issues with Building Indexes
Real Estate Benchmarks
Returns in the Presence of Cash Flows
Returns Without Cash Flows
Risk-Adjusted Return Measures
Russell Style Index Methodology
Some Foundations
Styles, Factors, and Equity Benchmarks
U.S. Equity Benchmarks
What is Performance and Benchmarking?
What is Risk?
Portfolio Performance Measurement and Benchmarking: GIPS
Conditioning manager alphas on
Conditioning manager alphas on economic information