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 12,670

SSRN RANKINGS

Top 12,670

in Total Papers Downloads

2,901

CITATIONS
Rank 16,851

SSRN RANKINGS

Top 16,851

in Total Papers Citations

20

Scholarly Papers (6)

1.

Benefits of International Bond Diversification

Journal of Fixed Income, Vol. 13, pp. 57-72, March 2004
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 871 (17,360)
Citation 3

Abstract:

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

EFMA 2003 Helsinki Meetings
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 484 (44,018)
Citation 8

Abstract:

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

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

Abstract:

TIPS, Inflation-indexed Bonds, Treasury

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

EFMA 2004 Basel Meetings Paper
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 210 (114,158)
Citation 9

Abstract:

International bonds, conditional correlation, bond correlation, diversification benefits

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

EFMA 2004 Basel Meetings Paper
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 97 (217,692)
Citation 9

Abstract:

International bonds, conditional correlation, bond correlation, diversification benefits

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

European Financial Management, Vol. 11, No. 4, pp. 463-482, September 2005
Number of pages: 20 Posted: 29 Oct 2005
Delroy M. Hunter and David P. Simon
University of South Florida and Bentley University - Department of Finance
Downloads 23 (422,942)
Citation 9

Abstract:

4.

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 243 (19,228)

Abstract:

VIX Options, Volatility Premiums, Trading Strategies

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 227 (101,004)

Abstract:

Covered call strategies, Closed end funds, Option strategies

6.

The VIX Futures Basis: Evidence and Trading Strategies

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

Abstract:

Vix futures, trading strategies, term structure