The Role of VaR in Enterprise Risk Management: Calculating Value-at-Risk for Portfolios Held by the Vane Mallory Investment Bank

Authors

Allissa A. Lee, Georgia Southern UniversityFollow
Betty J. Simkins, Oklahoma State University

Document Type

Book

Publication Date

2014

Publication Title

Implementing Enterprise Risk Management: Case Studies and Best Practices

Recommended Citation

Lee, Allissa A., Betty J. Simkins. 2014. "The Role of VaR in Enterprise Risk Management: Calculating Value-at-Risk for Portfolios Held by the Vane Mallory Investment Bank." Implementing Enterprise Risk Management: Case Studies and Best Practices, John R.S. Fraser, Betty J. Simkins, and Kristina Narvaez (Ed.) New Jersey: John Wiley and Sons, Inc. source: https://www.amazon.com/Implementing-Enterprise-Risk-Management-Practices/dp/1118691962
https://digitalcommons.georgiasouthern.edu/econ-facpubs/67