Description:
This program will allow you to manage your portfolio risk in a comprehensive way. CVaR Expert implements Conditional Value-at-Risk, BetaVaR, Component VaR and traditional VaR measures for large portfolios (including multicurrency international investments). An integrated optimizer can solve for the minimum CVaR portfolio based on market data and investor preferences, while a module capable of doing Stochastic Simulation allows to graph all feasible portfolios on the CVaR-Return space. The package includes complete on-line help.
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).
Editor's Rating: N/A
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