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- 2011-7-11
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- 2013-8-22
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*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? |
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