"Multi-level risk-controlled sector optimization of domestic and ..."

Ron D'Vari, Juan C. Sosa, Kishore K. Yalamanchili (2000)

> Home

Details and statistics

DOI: 10.1109/CIFER.2000.844600

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/cifer/DVariSY00
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/cifer/DVariSY00
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: 62-64

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.