Calculate VaR for equity portfolio
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Siddharth Sundar on 14 Oct 2014
You could first create a PortfolioCVaR object. The PortfolioCVaR object has a method to compute the value-at-risk of portfolios called estimatePortVaR which you can then leverage to calculate the value-at-risk.
This link talks about how you can create a PortfolioCVaR object.
This link talks about obtaining Portfolio VaR from the PortfolioCVaR object.