Portfolio Risk (VaR, Hedging)
- I analyzed ETF portfolio risk and return optimization.
- I calculated VaR, CVaR and backtesting measures under alternative assumptions.
- I prepared editable risk models and analytical reports.
Historical analytical work. Original dates and case assumptions are preserved. See the readiness notes for inherited worksheet limitations.
Project files
- Efficient Frontier Analysis - Risk Management assignment 1.xlsxExcel model or data workbook | 112 KB
- In Class April 13 VaR & CVaR.xlsxExcel model or data workbook | 91 KB
- index.htmlSupporting file | 3 KB
- portfolio_var Excel.xlsxExcel model or data workbook | 456 KB
- Risk_Hedging_Analysis Quiz 3.xlsxExcel model or data workbook | 289 KB
- Risk_Hedging_Report.docxWord document | 23 KB
- Risk_Hedging_Report.pdfPDF report | 200 KB
- VaR Backtesting Analysis Report.docxWord document | 25 KB
- VaR_Portfolio_Risk_Yahoo_FLIN_FLCA_VSS_GMF.xlsxExcel model or data workbook | 413 KB