The Role of VaR in Enterprise Risk Management: Calculating Value-at-Risk for Portfolios Held by the Vane Mallory Investment Bank
Document Type
Book
Publication Date
1-1-2014
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/finance-facpubs/174
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