D

deal risk 115

December Effect 73

dedicated short bias 82

degree of connectedness 100

discretionary managed futures strategies 118

distressed securities strategies 115

diversifiable risk 5

diversified VAR 36

economic risk 57 efficient frontier 3, 46 equity long/short strategies 98, 104 equity market neutral strategies 82, 105 equity market timing strategies 108 event-driven strategies 114 expected active beta return 28

fixed-income arbitrage strategies 83, 111

fixed-weight clones 88

funding liquidity risk 140

funding risk 56

fund of funds 70, 83, 133

gamma trading 110 global custodian 59 global macro strategies 117

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