A few Risk topics requiring more in-depth analysis are subject to separate working papers in the below Section.
Estimating Profitability of Future Investments: Highlights and Challenges
Maximising Wealth in Unpredictable and Irrational Financial Markets
Leverage and Exposures under the AIFM Directive
Understanding and Defining Liquidity Risk
Arithmetic Returns vs. Logarithmic Returns
Risk Management in Mutual Funds
Modelling a Custom Index: A Selection of Technical and Strategic Considerations
Picking the Right Risk-Adjusted Performance Metric
Extracting Liquidity Risk from Cross-Sectional Returns
Positive Gamma vs. Positive Convexity: A Same Interpretation?