CVaR

代码说明：

说明：  内含金融风险管理CVaR（条件在险价值）的核心程序，可扩展性强。(This is a code model for conditional value at risk which is widely used in financial institutions.)

文件列表：

CVaR, 0 , 2019-03-23
CVaR\main.m, 1082 , 2019-03-23
CVaR\perfect.m, 1517 , 2019-03-22
CVaR\var_cvar.m, 168 , 2019-03-22
CVaR\var_cvar_min_fun.m, 541 , 2019-03-22
CVaR\weight_profolio.m, 194 , 2019-03-22