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 investments on the Pro and Enterprise versions). 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 Module allows to graph the CVaR-Return space for all feasible portfolios. 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).