Arik Ben Dor

Lehman Brothers, New York - Fixed Income Research

745 Seventh Avenue

New York, NY 10019

United States

  • Lehman Brothers, New York - Fixed Income Research

SCHOLARLY PAPERS

2

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SSRN CITATIONS
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6

CROSSREF CITATIONS

7

Scholarly Papers (2)

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1.

Dts (Duration Times Spread)

Journal of Portfolio Management, Winter 2007
Number of pages: 48 Posted: 14 Jan 2007
Arik Ben Dor, Lev Dynkin, Jay Hyman, Patrick Houweling, Erik van Leeuwen and Olaf Penninga
Lehman Brothers, New York - Fixed Income Research, Lehman Brothers, Lehman Brothers, Robeco Asset Management, Robeco Asset Management and Robeco Asset Management
Downloads 5,773 (2,125)
Citation 1

Abstract:

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credit risk, corporate bonds

2.

DTS (Duration Times Spread) for CDS - A New Measure of Spread Sensitivity

Journal of Fixed Income, Forthcoming
Number of pages: 31 Posted: 28 Mar 2007
Arik Ben Dor, Jeremy Rosten and Simon Polbennikov
Lehman Brothers, New York - Fixed Income Research, Lehman Brothers International, Europe - Quantitative Fixed Income Research and Lehman Brothers International, Europe - Quantitative Fixed Income Research
Downloads 1,495 (19,743)
Citation 10

Abstract:

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DTS, bond spreads, spread duration, risk measure