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ECVaR
By Rho-Works Software
Rating:
0/5 (0)
0/5 (0)
License type:
Freeware
Home page:
www.rhoworks.com
Latest version:
1.0
Last updated:
March 31st, 2010
This program implements Conditional Value-at-Risk, BetaVaR, Component VaR, traditional VaR and backtesting measures for portfolios composed of stocks, currencies and indexes (including multicurrency...
