support@everysk.com | Back to Everysk »

Everysk Support
Technical
Methodology

Articles in this section

What is risk attribution?
What is stress test?
White Paper
What is CVaR- and CVaR+?
How do you use the historical information?
Do you apply some weighting to historical data?
What information you use to calculate risk?
Normal vs. Lognormal Risk Factors
MCTR for long/short portfolios
CVaR for long/short portfolios

See more

How to find a white paper with formulations?

For more information on how we compute the portfolio risk, please review our White Paper:

https://www.everysk.com/support/white_paper

Was this article helpful?

0 out of 0 found this helpful

Have more questions? Submit a request

Return to top

Related articles

White Paper

© Everysk Technologies 2017