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Juan C. Sosa
Publication Activity (10 Years)
Years Active: 1999-2000
Publications (10 Years): 0
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Publications
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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)