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CVaR Expert
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Version
1.7
This program will allow to manage your portfolio risk
in a comprehensive way. With CVaR Expert you can
analyze the Value at Risk, Beta VaR, Component VaR
and Conditional Value at Risk measures, even for
multicurrency portfolios. Furthermore, you can
calculate the optimum portfolio minimising the
Conditional Value at Risk, being able to amazingly
reduce the risk of your investments with this
extremely robust technique of risk analysis.
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