Table of Contents

I: Measuring performance

II: Measuring risk

III: Portfolio return and risk

IV: Performace attribution

V: Benchmarking performance

VI: Determining investment style with effective mix

VII: CFA Institute standards for performance presentation

(There will be 37 chapters)

About the Author

Jon 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 Journal of Investment Consulting.



David R. Cariï¿o, 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. Cariï¿o 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.