Primary Article
Value at Risk Estimates for Brady Bond Portfolios
Ron D′Vari and Juan C. Sosa
The Journal of Fixed Income Winter 2000, 10 (3) 7-23; DOI: https://doi.org/10.3905/jfi.2000.319272
Ron D′Vari
A senior vice president in the Fixed Income Department at State Street Research and Management in Boston, Massachusetts.
Juan C. Sosa
A vice president in the Quantitative Fixed Income Research group at Putnam Investments in Boston, Massachusetts.
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Value at Risk Estimates for Brady Bond Portfolios
Ron D′Vari, Juan C. Sosa
The Journal of Fixed Income Dec 2000, 10 (3) 7-23; DOI: 10.3905/jfi.2000.319272
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