POportfoliooptimizer
Portfolio Analysis / Risk Measures / Value At Risk Estimation

Student-t Value At Risk

Changed on

Compute the parametric Student-t value at risk of a portfolio.

References

post/portfolios/analysis/value-at-risk/estimation/parametric/student

Request

Request body

confidenceLevelnumber

The confidence level

Response

OK

Changes

  • 614076795988Revision changes
    • breaking

      the / request property type changed from object to no type

    • warning

      removed the request property //

    • info

      added subschema #1 subschema #2 to the / request property oneOf list

  • ac51d393c9a9Revision changes
    • info

      endpoint added