CVaR Expert Professional This program will allow you to manage your portfolio risk in a comprehensive way.
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Manage Portfolio manage risk

CVaR Expert Professional Description

This program will allow you to manage your portfolio risk in a comprehensive way. CVaR Expert is a total solution for measuring, analyzing and managing portfolio risk using historical VaR and CVaR methodologies. Traditional Value-at-Risk, Beta VaR, Component VaR and Conditional VaR modules are incorporated on the current version, which lets you work with individual assets, portfolios, asset groups and multi currency investments (Enterprise Edition). An integrated optimizer can solve for the minimum CVaR portfolio based on market data and investor preferences, offering the best risk benchmark that can be produced. A module capable of doing Stochastic Simulation allows you to graph the CVaR-Return space for all feasible portfolios The program comes in three editions, according to the number of assets and data points that may be managed: Standard (10,200), Pro (50,500) and Enterprise (500,5000).

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