Research brief · Featured project
Financial Risk Lab
How can portfolio risk be measured and interpreted?
Approach and data
A quantitative finance project exploring portfolio risk metrics, historical Value at Risk (VaR), Conditional Value at Risk (CVaR), and backtesting assumptions.
Documented evidence
Historical VaR and CVaR at 95% confidence; 252-day backtesting window documented in the portfolio.
Interpretation and limitations
Results depend on external market data and portfolio choices. No numerical risk outcome is asserted without a verified data series.
Transparency: Consult the full project and Spanish research brief for the exact data coverage, assumptions and supporting materials. This page is a translated research summary, not a new empirical analysis.