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Calculate CVaR

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Frequent Contributor
Posts: 116

Calculate CVaR

Hi, 

 

I have a question that how can I calculate CVaR (Conditional Value at risk) in SAS EG? 

 

Thanks! Is there any example that someone has used (Portfolio Management, Inventory Control, ... ) 

 

 

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Respected Advisor
Posts: 4,132

Re: Calculate CVaR

@Crubal

That's a question on the level of "Can anyone tell me how to paint a picture?".

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