CVaR Expert Professional

CVaR Expert Professional Screenshot CVaR Expert is a total solution for measuring, analyzing and managing portfolio risk using historical VaR and CVaR methodologies.

Developer:   Rho-Works
      software by Rho-Works →
Price:  5000.00  buy →
License:   Demo
File size:   0K
Language:   
OS:   Windows Vista (?)
Rating:   0 /5 (0 votes)

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).






CVaR Expert P

tags and  cvar  expert  

CVaR Expert Professional screenshot


Download CVaR Expert Professional

 Download CVaR Expert Professional

Purchase:  Buy CVaR Expert Professional


Authors software

CVaR Expert Professional CVaR Expert Professional
Rho-Works

CVaR Expert is a total solution for measuring, analyzing and managing portfolio risk using historical VaR and CVaR methodologies.

Expert Investor II - Professional edition Expert Investor II - Professional edition
Rho-Works

Expert Investor provides a powerful interface to explore diversification possibilities and the interaction of real-world investment constraints in large portfolios.

Options Designer 1.0 Options Designer 1.0
Rho-Works

Options Designer will allow you to structure and analyze investments on derivative contracts (futures and options).

Model Explorer for Econometric Views 1.0 Model Explorer for Econometric Views 1.0
Rho-Works

Model Explorer will generate a custom program written in the Econometric Views language.

Bond Expert 1.0 Bond Expert 1.0
Rho-Works

This program will allow you to value bonds and manage fixed income portfolios.

Similar software

CVaR Expert Professional CVaR Expert Professional
Rho-Works

CVaR Expert is a total solution for measuring, analyzing and managing portfolio risk using historical VaR and CVaR methodologies.

Simple Risk Calculator 1.0 Simple Risk Calculator 1.0
AdvMathAppl

Simple risk calculator calculates a set of risk measures, such as VaR, CVaR, dispersions, and riskreward ratios.

StockQuoter 2.2 StockQuoter 2.2
biu software

StockQuoter is a portfolio manager and downloader for intraday, end of day and historical stock quotes.

WebCab Portfolio (J2SE Edition) 5.0 WebCab Portfolio (J2SE Edition) 5.0
WebCab Components

Apply the Markowitz Theory and Capital Asset Pricing Model (CAPM) to analyze and construct the optimal portfolio with/without asset weight constraints with respect to Markowitz Theory by giving the risk, return or investors utility function; or with respect to CAPM by given the risk, return or Market Portfolio weighting.

Portfolio Optimization 5.2 Portfolio Optimization 5.2
Excel Business Tools

The Portfolio Optimization model calculates the optimal capital weightings for a basket of financial investments that gives the highest return for the least risk.

Portfolio Performance Monitoring 2.0 Portfolio Performance Monitoring 2.0
Excel Business Tools

The Portfolio Performance Monitoring model enables the ongoing monitoring and periodic valuation of a portfolio of financial investments.

Smartstock 1.0 Smartstock 1.0
Gyrasi Systems Nework(P) Ltd

Smartstock contains Stock advising and analysis applications for the Indian stock market NSE.

Portfolio Analysis Review 1.0.4 Portfolio Analysis Review 1.0.4
Churr Software

Churr Software is pleased to offer our latest stock analysis tool, the Portfolio Analysis Review software.

Pikker 1.1.6 Pikker 1.1.6
Mark P Martin

Pikker will test your trading ideas the way you really trade.

Quote Vision 1.15 Quote Vision 1.15
Quote Vision

Quote Vision is a streaming multi-portfolio management program that can help you manage all your equity investment.

Other software in this category

JobCost Controller for Excel 11.1 JobCost Controller for Excel 11.1
CPR International, Inc.

Construction Jobcost Tracking System for Excel.

7OfficeDemoWin 3.0.3 7OfficeDemoWin 3.0.3
7Office Inc.

7Office is an enterprise solution for small business.

7ContactWin 3.0.3 7ContactWin 3.0.3
7Office Inc.

7Office is an enterprise solution for small business.

II_WorkSchedule 6.61 II_WorkSchedule 6.61
Image Integration

II_WorkSchedule is a useful electronic personal-management software for Companies.

Real-time Foreign Exchanger 2.11 Real-time Foreign Exchanger 2.11
Hunter Soft

The software is a break-through in the field of Foreign Exchange Rate software.