Arik Ben Dor

DTS^SM (Duration Times Spread)

Arik Ben Dor, Lev Dynkin, Jay Hyman et al. · The Journal of Portfolio Management · 2007 · 68 citations

Empirical Finance, Asset Allocation, Time Series Econometrics +20

UNDERSTANDING MUTUAL FUND AND HEDGE FUND STYLES USING RETURN-BASED STYLE ANALYSIS

Arik Ben Dor, Ravi Jagannathan · WORLD SCIENTIFIC eBooks · 2002 · 30 citations · Full text

Style Analysis and Classification of Hedge Funds

Arik Ben Dor, Lev Dynkin, Anthony Gould · The Journal of Alternative Investments · 2006 · 29 citations

Financial Data, Asset Allocation, Portfolio Management +16

The Performance of Initial Public Offerings and the Cross Section of Institutional Ownership

Arik Ben Dor · SSRN Electronic Journal · 2003 · 25 citations · Full text

Empirical Duration of Corporate Bonds and Credit Market Segmentation

Madhur Ambastha, Arik Ben Dor, Lev Dynkin et al. · The Journal of Fixed Income · 2010 · 16 citations

Empirical Finance, Term Structure Model, Interest Rate Risk +16