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 14,160

SSRN RANKINGS

Top 14,160

in Total Papers Downloads

3,649

SSRN CITATIONS
Rank 20,209

SSRN RANKINGS

Top 20,209

in Total Papers Citations

7

CROSSREF CITATIONS

36

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 1,539 (12,175)
Citation 1

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VIX Options, Volatility Premiums, Trading Strategies

2.

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 1,028 (22,517)

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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

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 492 (60,401)
Citation 6

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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

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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 216 (151,223)

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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 103 (279,710)

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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 24 (548,740)
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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 247 (133,078)

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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 and Jim Campasano
Bentley University - Department of Finance and Kansas State University - Department of Finance

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Vix futures, trading strategies, term structure