Beta Instability and Implications for Hedging Systematic Risk: Takeaways from the COVID-19 Crisis
Arik Ben Dor, Florig, Stephan, Guan, Jingling, Zeng, Xiaming
Published in Journal of portfolio management (01.05.2021)
Published in Journal of portfolio management (01.05.2021)
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Journal Article
Style Analysis and Classification of Hedge Funds
Dor, Arik Ben, Dynkin, Lev, Gould, Anthony
Published in The journal of alternative investments (01.10.2006)
Published in The journal of alternative investments (01.10.2006)
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Journal Article
What Drives the Tracking Error of Hedge Fund Clones?
Dor, Arik Ben, Jagannathan, Ravi, Meier, Iwan, Xu, Zhe
Published in The journal of alternative investments (01.09.2012)
Published in The journal of alternative investments (01.09.2012)
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Journal Article
Constructing Peer Benchmarks for Mutual Funds: A Style Analysis-Based Approach
Dor, Arik Ben, Budinger, Vernon, Dynkin, Lev, Leech, Kenneth
Published in Journal of portfolio management (01.01.2008)
Published in Journal of portfolio management (01.01.2008)
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Journal Article
Empirical Duration of Corporate Bonds and Credit Market Segmentation
Ambastha, Madhur, Ben Dor, Arik, Dynkin, Lev, Hyman, Jay, Konstantinovsky, Vadim
Published in The Journal of fixed income (01.07.2010)
Published in The Journal of fixed income (01.07.2010)
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Journal Article
DTS^sup SM^ (Duration Times Spread)
Arik Ben Dor, Dynkin, Lev, Hyman, Jay, Houweling, Patrick
Published in Journal of portfolio management (01.01.2007)
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Published in Journal of portfolio management (01.01.2007)
Journal Article
Managing Credit Spread Risk Using Duration Times Spread (DTS)
Published in Encyclopedia of Financial Models
(2013)
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Reference
DTS SM (Duration Times Spread)
Ben Dor, Arik, Dynkin, Lev, Hyman, Jay, Houweling, Patrick, van Leeuwen, Erik, Penninga, Olaf
Published in Journal of portfolio management (31.01.2007)
Published in Journal of portfolio management (31.01.2007)
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Journal Article
Coupon Effects on Corporate Bonds: Pricing, Empirical Duration, and Spread Convexity
Hyman, Jay, Dor, Arik Ben, Dynkin, Lev, Horowitz, David, Xu, Zhe
Published in The Journal of fixed income (01.12.2015)
Published in The Journal of fixed income (01.12.2015)
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Journal Article