Index
Alternative Investment Management Association (AIMA), 169, 183
arbitrage, 110
convertible, 113
asset-backed securities (ABS), 113, 117
asset class, Risk Fundamentals and, 201–202
assets under management (AUM), 49, 113
asymmetric trading strategies, 17–19, 125, 245, 247
audits and reviews, internal, 105
backward-looking analysis, 62
Bank for International Settlement (BIS), 59
basis plays, 115
BAVAR (beta and volatility adjusted return) ratio, 30, 156, 256–259
bell-curve distribution, 20
benchmarks, index-based, 72–73
biases
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