Modelling Value-at-Risk in investment banks: â€œEmpirical evidence of JP Morgan, Merrill Lynch and Bank of Americaâ€ | Zendy

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Modelling Value-at-Risk in investment banks: â€œEmpirical evidence of JP Morgan, Merrill Lynch and Bank of Americaâ€

Author(s) -

Rajeev Singh Rana

Publication year - 2018

Publication title -

journal of global economy

Language(s) - English

Resource type - Journals

eISSN - 2278-1277

pISSN - 0975-3931

DOI - 10.1956/jge.v14i2.487

Subject(s) - value at risk , volatility (finance) , credit risk , economics , portfolio , risk management , econometrics , asset allocation , investment banking , market risk , valuation (finance) , financial economics , actuarial science , finance

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