Arik Ben Dor

Lehman Brothers, New York - Fixed Income Research

745 Seventh Avenue

New York, NY 10019

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 9,644

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Top 9,644

in Total Papers Downloads

6,085

SSRN CITATIONS

6

CROSSREF CITATIONS

7

Scholarly Papers (2)

1.

Dts (Duration Times Spread)

Journal of Portfolio Management, Winter 2007
Number of pages: 48 Posted: 14 Jan 2007
Lehman Brothers, New York - Fixed Income Research, Lehman Brothers, Lehman Brothers, Robeco Investment Research, Robeco Asset Management and Robeco Asset Management
Downloads 4,782 (2,185)
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 1,303 (18,702)
Citation 8

Abstract:

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DTS, bond spreads, spread duration, risk measure