David P. Simon

Bentley University - Department of Finance

Associate Professor of Finance

175 Forest Street

Waltham, MA 02154

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 20,689

SSRN RANKINGS

Top 20,689

in Total Papers Downloads

4,447

SSRN CITATIONS
Rank 28,809

SSRN RANKINGS

Top 28,809

in Total Papers Citations

12

CROSSREF CITATIONS

25

Scholarly Papers (6)

1.

Trading the VIX Futures Roll and Volatility Premiums with VIX Options

Number of pages: 35 Posted: 30 Jun 2015
David P. Simon
Bentley University - Department of Finance
Downloads 2,200 (12,577)
Citation 1

Abstract:

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VIX Options, Volatility Premiums, Trading Strategies

2.

Benefits of International Bond Diversification

Number of pages: 37 Posted: 07 Sep 2004
Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance
Downloads 1,095 (36,154)
Citation 1

Abstract:

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International bonds, conditional correlation, bond correlation, yield beta, return beta, diversification benefits, mean-variance spanning

Are Tips the 'Real' Deal?: A Conditional Assessment of Their Role in a Nominal Portfolio

Number of pages: 43 Posted: 11 Nov 2002
David P. Simon and Delroy M. Hunter
Bentley University - Department of Finance and University of South Florida
Downloads 518 (96,490)
Citation 6

Abstract:

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Are TIPS the 'Real' Deal?: A Conditional Assessment of their Role in a Nominal Portfolio

Posted: 07 Sep 2004
Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance

Abstract:

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TIPS, Inflation-indexed Bonds, Treasury

A Conditional Assessment of the Relationships between the Major World Bond Markets

Number of pages: 31 Posted: 06 May 2004
Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance
Downloads 239 (226,736)

Abstract:

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International bonds, conditional correlation, bond correlation, diversification benefits

A Conditional Assessment of the Relationships Between the Major World Bond Markets

Number of pages: 31 Posted: 04 Feb 2005
Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance
Downloads 129 (389,634)

Abstract:

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International bonds, conditional correlation, bond correlation, diversification benefits

5.

The Anomalous Behavior of the S&P Covered Call Closed End Fund

Number of pages: 34 Posted: 04 Nov 2008
David P. Simon
Bentley University - Department of Finance
Downloads 266 (204,803)

Abstract:

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Covered call strategies, Closed end funds, Option strategies

6.

The VIX Futures Basis: Evidence and Trading Strategies

Posted: 28 Jun 2012
David P. Simon, Jim Campasano and Jim Campasano
Bentley University - Department of Finance and Kansas State University - Department of FinanceUniversity of Massachusetts Amherst - Isenberg School of Management

Abstract:

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Vix futures, trading strategies, term structure