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 22,481

SSRN RANKINGS

Top 22,481

in Total Papers Downloads

4,696

TOTAL CITATIONS
Rank 31,614

SSRN RANKINGS

Top 31,614

in Total Papers Citations

8

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 2,355 (13,032)
Citation 1

Abstract:

Loading...

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 1,121 (40,436)
Citation 1

Abstract:

Loading...

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 523 (109,815)
Citation 6

Abstract:

Loading...

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:

Loading...

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 251 (249,427)

Abstract:

Loading...

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 169 (362,526)

Abstract:

Loading...

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 277 (227,122)

Abstract:

Loading...

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:

Loading...

Vix futures, trading strategies, term structure