Skip to content
#

var-optimization

Star

Here are 2 public repositories matching this topic...

Language: All
Filter by language
All 2 C++ 1 Jupyter Notebook 1

JordiCorbilla / RiskOptima

Sponsor
Star 1

The RiskOptima toolkit is a comprehensive Python solution designed to assist investors in evaluating, managing, and optimizing the risk of their investment portfolios. This package implements advanced financial metrics and models to compute key risk indicators, including Value at Risk (VaR), Conditional Value at Risk (CVaR), and volatility assessme

monte-carlo portfolio-optimization risk-management var-optimization cvar-optimization
  • Updated Jan 9, 2025
  • Jupyter Notebook

Improve this page

Add a description, image, and links to the var-optimization topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the var-optimization topic, visit your repo's landing page and select "manage topics."

Learn more