Claim listing
alphaparkinc/genpark-value-at-risk-cvar-expected-shortfall-skill
Portfolio Value-at-Risk (VaR) and Conditional VaR (Expected Shortfall) engine calculating tail risk across parametric and historical loss distributions.
Claim your listing to add a tagline, logo, and category. Verified maintainers get a Verified Publisher badge and priority placement on the AgentRank index.
Leave your email to claim this listing. GitHub verification coming soon.