As a last resort, over-printing (or under-printing) as a method to simulate boldness (or fake bold) is an option using the contour
package. It may come in handy when there is no bold version of a font/symbol available:

\documentclass{article}
\usepackage{mathptmx}% http://ctan.org/pkg/mathptmx
\usepackage{array,contour}% http://ctan.org/pkg/{array,contour}
\begin{document}
\begin{tabular}{rl@{\quad}>{\contourlength{0.01em}}l}
\verb|\sigma|: & $\sigma$ & $\sigma$ \\
\verb|\contour[1]{red}{$\sigma$}|: & \contour[1]{red}{$\sigma$} & \contour[1]{red}{$\sigma$} \\
\verb|\contour[10]{black}{$\sigma$}|: & \contour[10]{black}{$\sigma$} & \contour[10]{black}{$\sigma$} \\
\verb|\contour{black}{$\sigma$}|: & \contour{black}{$\sigma$} & \contour{black}{$\sigma$} \\
\verb|\contour*{black}{$\sigma$}|: & \contour*{black}{$\sigma$} & \contour*{black}{$\sigma$}
\end{tabular}
\end{document}
The default interface is \contour[<number>]{<color>}{<stuff>}
that prints <number>
copies of <stuff>
under <stuff>
using colour <color>
. The default is 16 repetitions if none are specified, while the starred-version \contour*
prints 32. \contourlength{<len>}
sets the radius of the under-printing. The two column above are default (0.03em
) and 0.01em
.
To make the under-printing more obvious/clear, here's a close-up view of the above contours at the default setting:

And, for \contourlength{0.01em}
:

mathptmx
; try\usepackage{newtxtext,newtxmath}
, if you have an up-to-date TeX distribution.\mbox{\boldmath$\sigma$}
should work. I use this all the time for bold Greek letters. If it works for you, I will make it an answer.