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This program will allow you to manage your portfolio risk in a comprehensive way. With CVaR Expert you can load market data, define the portfolio composition and analyze the Value at Risk, BetaVaR, Component VaR and Conditional Value at Risk measures. Furthermore, you can calculate the optimum portfolio minimizing the Conditional Value at Risk.
CVaR Expert and the extremely robust technique of risk analysis that it implements can effectively help you to reduce the risk of your investments.
The program comes in three editions, according to the number of assets and data points that may be used: Standard (10,200), Pro (50,500) and Enterprise (500,5000). Please contact us if you would be interested on the Pro or Enterprise Editions. | |
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Keywords: risk, cvar, portfolio, expert, value, 500, program | |
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