Livres de Jon A. Christopherson

Portfolio Performance Measurement and Benchmarking, Chapter 12 - Conditional Performance Evaluation

Portfolio Performance Measurement and Benchmarking, Chapter 32 - Determining Investment Style

Portfolio Performance Measurement and Benchmarking, Chapter 24 - Styles, Factors, and Equity Benchmarks

Portfolio Performance Measurement and Benchmarking, Chapter 22 - Index Weighting

Portfolio Performance Measurement and Benchmarking, Chapter 8 - Estimating the Elements of the CAPM

Portfolio Performance Measurement and Benchmarking, Chapter 21 - Elements of a Desirable Benchmark

Portfolio Performance Measurement and Benchmarking, Chapter 7 - Some Foundations

Portfolio Performance Measurement and Benchmarking, Chapter 25 - Equity Style Indexes: Tools for Better Performance Evaluation and Plan Management

Portfolio Performance Measurement and Benchmarking, Chapter 20 - Benchmarks and Knowledge

Portfolio Performance Measurement and Benchmarking, Chapter 14 - Factor Models

Portfolio Performance Measurement and Benchmarking, Chapter 17 - Contributions to Return

Portfolio Performance Measurement and Benchmarking, Chapter 5 - Returns in the Presence of Cash Flows

Portfolio Performance Measurement and Benchmarking, Chapter 33 - GIPS: Global Investment Performance Standards

Portfolio Performance Measurement and Benchmarking, Chapter 28 - Global and International Equity Benchmarks

Portfolio Performance Measurement and Benchmarking, Chapter 3 - Returns Without Cash Flows

Portfolio Performance Measurement and Benchmarking, Chapter 23 - Practical Issues with Building Indexes

Portfolio Performance Measurement and Benchmarking, Chapter 13 - Market Timing

Portfolio Performance Measurement and Benchmarking, Chapter 2 - Asset Class Return Expectations

Portfolio Performance Measurement and Benchmarking, Chapter 11 - Fixed-Income Risk

Portfolio Performance Measurement and Benchmarking, Chapter 16 - Factor Model (Barra) Performance Attribution