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.

CVaR Expert keywords: var, cvar, risk, value at risk, finance, portfolio, volatility, optimization