Design of Fixed Income Management Process
Quandamental
TM
Approach to Fixed Income Management, Fixed Income Forum, San Diego, July 2002
Risk Management
A New Method for Estimating Value-at-Risk of Brady Bond Portfolios, CIFEr, New York, March 30, 1999
Extended Abstract
Overview of an Integrated Quantitative Framework in Fixed-income Portfolio Management, Global Association of Risk Professionals, Boston, 17 February 1999
An Integrated Multi-Factor Risk Management And Performance Attribution, Risk' 97, Value At Risk Seminar, 4 June 1997
Risk-Constrained Portfolio Optimization
Multi-Level Risk-Controlled Sector Optimization for Opportunistic and Global Fixed-Income Portfolios CIFEr, New York, March 27, 2000
Extended Abstract
Sector Optimization for Fixed-Income Portfolios Constrained By Value-at-Risk and Traditional Risk Measures, 8th Annual IAFE Conference, New York City, October 14-15, 1999
Extended Abstract
Credit Risk Management and Credit Derivatives
Application of Quantitative Credit Risk Models in Fixed Income Portfolio Management, The Third International Workshop on Computational Intelligence in Economics and Finance (CIEF'2003), September 26-30, 2003
Credit Derivatives - A Buyside Perspective Deutsche Bank Relative Value Summit
,
March 2-6, 2000
Treasury Inflation Protected Securities
D’Vari, R. Chugh, L., Treasury Inflation Protected Securities - New Perspectives on Their Significance to Portfolios," Working Paper, July 2002.
D’Vari, R. Chugh, L., "Treasury Inflation Protected Securities – Inflation Protection or Deflation Option?" Economic and Finance Association Annual Meeting, Baltimore, April 2002. Also presented at Northeast Business and Economics Association 2001 Conference, September 2001.
Investing in Inflationary Markets: Treasury Inflation Indexed Bonds, 6
th
Annual IAFE Conference, Boston, MA, September, 1997
Inflation Indexed Securities: A User's Perspective, QWAFAFEW, Boston, MA, March, 1998