POportfoliooptimizer
Portfolio Analysis / Risk Measures / Conditional Value At Risk Estimation

Empirical Conditional Value At Risk

Changed on

Compute the empirical conditional value at risk of a portfolio.

References

post/portfolios/analysis/value-at-risk/conditional/estimation/empirical

Request

  • Base URL
    https://api.portfoliooptimizer.io/v1
  • URL
    https://api.portfoliooptimizer.io/v1/portfolios/analysis/value-at-risk/conditional/estimation/empirical
  • Auth
    API key in header X-API-Key

Request body

confidenceLevelnumber

The confidence level

Response

OK

Changes