A few Risk topics requiring more in-depth analysis are subject to separate working papers in the below Section.
Leverage and Exposures under the AIFM Directive
Understanding and Defining Liquidity Risk
Arithmetic Returns vs. Logarithmic Returns
Picking the Right Risk-Adjusted Performance Metric
Extracting Liquidity Risk from Cross-Sectional Returns
Positive Gamma vs. Positive Convexity: A Same Interpretation?