Juan C. Sosa

Publication Activity (10 Years)

Years Active: 1999-2000
Publications (10 Years): 0

Publications

Ron D'Vari, Juan C. Sosa, Kishore K. Yalamanchili
Multi-level risk-controlled sector optimization of domestic and international fixed-income portfolios including conditional VaR. CIFEr (2000)
Ron D'Vari, Juan C. Sosa
A new method for estimating value-at-risk of Brady bond portfolios. CIFEr (1999)