ECVaR 1.0

This program implements Conditional Value-at-Risk, BetaVaR, Component VaR, traditional VaR and backtesting measures for portfolios composed of stocks, currencies and indexes (including multicurrency investments). An integrated optimizer can solve for the minimum CVaR portfolio based on market data, while a module capable of doing Stochastic Simulation allows to graph all feasible portfolios on the CVaR-Return space.