CVaR Expert 1.13
License: Shareware Date: Oct 30, 2003 Size: 1.9MB
Information:
This program allows you to manage your portfolio risk. It implements conditional value-at-risk, BetaVaR, component VaR and traditional VaR measures for large portfolios. An integrated optimizer can solve for the minimum CVaR portfolio, based on market data and investor preferences, while a Stochastic simulation module allows you to graph the CVaR return space for all feasible portfolios. |
