返回列表 发帖

*Not a Question about CFA*

Hi All - I am working for a firm managing retirement accounts. Our portfolio construction is largely ETFs and mutual funds. I was wondering if there was a way to perform value at risk and stress test analyses on these portfolios, i.e. is there an algorithm (I can program fairly well) or a reasonably-priced program that will accomplish this? Anyone know if this sort of analysis is helpful for these types of accounts?

返回列表