Jon A Christopherson

• Portfolio Performance Measurement and Benchmarking: GIPS
• Asset Class Return Expectations
• Average Returns
• Benchmarks and Knowledge
• Comparing Two Portfolio Returns
• Conditional Performance Evaluation
• Conditioning manager alphas on economic information
• Contributions to Return
• Determining Investment Style
• Elements of a Desirable Benchmark
• Equity Style Indexes
• Estimating the Elements of the CAPM