Statistics
Publications
2
Citations
81
H-Index
2
Active since
2007
Affiliations
Lehman College(Current)
Olaf Penninga is an author at Lehman College specializing in corporate bond spreads, business, and excess spread.
Publications per year
2007–2007
2
2
DTS <sup>SM</sup> (Duration Times Spread)
Arik Ben Dor, Lev Dynkin, Jay Hyman et al. · The Journal of Portfolio Management · 2007 · 68 citations
Arik Ben Dor, Lev Dynkin, Jay Hyman et al. · SSRN Electronic Journal · 2007 · 13 citations · Full text
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