PortVaR

VaR for portfolio stocks

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Value-at-Risk calculation for portfolio stocks using variance-covariance, historical and MonteCarlo methods. Portfolio can be larger as you want including either the risk factor (stock index, currency, etc.)

Cite As

Flavio Bazzana (2026). PortVaR (https://se.mathworks.com/matlabcentral/fileexchange/2514-portvar), MATLAB Central File Exchange. Retrieved .

Categories

Find more on Portfolio Optimization and Asset Allocation in Help Center and MATLAB Answers

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.3.0.0

Adding the BSD License

1.0.0.0

Adding data sample