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Coupon effects on corporate bonds : pricing, empirical duration, and spread convexity
Hyman, Jay; Dor, Arik Ben; Dynkin, Lev; Horowitz, David; … - In: The journal of fixed income 24 (2015) 3, pp. 52-63
Persistent link: https://www.econbiz.de/10011292814
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Beta instability and implications for hedging systematic risk : takeaways from the COVID-19 crisis
Dor, Arik Ben; Florig, Stephan; Guan, Jingling; Zeng, … - In: The journal of portfolio management : JPM 47 (2021) 6, pp. 139-155
Persistent link: https://www.econbiz.de/10012517348
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Overnight return momentum : evidence from European markets
Dor, Arik Ben; Zeng, Xiaming - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 46-62
Persistent link: https://www.econbiz.de/10012613226
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Euro Stoxx 50 dividends : reconciling analyst estimates and dividend future prices
Dor, Arik Ben; Florig, Stephan - In: The journal of portfolio management : JPM 47 (2021) 7, pp. 63-77
Persistent link: https://www.econbiz.de/10012613227
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The pre-FOMC announcement drift : an empirical analysis
Dor, Arik Ben; Rosa, Carlo - In: The journal of fixed income 28 (2019) 4, pp. 60-72
Persistent link: https://www.econbiz.de/10012251383
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Hedging systematic risk in high yield portfolios with a synthetic overlay : a comparative analysis of equity instruments vs. credit default swaps
Dor, Arik Ben; Guan, Jingling - In: The journal of fixed income 26 (2017) 4, pp. 5-24
Persistent link: https://www.econbiz.de/10011684756
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How do credit markets react to earnings releases? : empirical analysis and implications for investors
Dor, Arik Ben; Guan, Jingling; Zeng, Xiaming - In: The journal of fixed income : JFI 30 (2021) 3, pp. 47-65
Persistent link: https://www.econbiz.de/10012423027
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Integrating multiple signals in systematic corporate bond selection strategies
Dor, Arik Ben; Florig, Stephan - In: The journal of fixed income : JFI 33 (2023) 3, pp. 5-22
Persistent link: https://www.econbiz.de/10014533790
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Incorporating transaction costs in credit portfolio optimization : implementation and practical considerations
Dor, Arik Ben; Guan, Jingling - In: The journal of fixed income : JFI 33 (2023) 3, pp. 45-62
Persistent link: https://www.econbiz.de/10014533798
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Is incorporating ESG considerations costly?
Dor, Arik Ben; Guan, Jingling; Sun, Yunpeng - In: The journal of portfolio management : JPM 48 (2022) 7, pp. 75-87
Persistent link: https://www.econbiz.de/10014231673