Conditional Value at Risk 2-Model Series

Two examples files to illustrate the "conditional value at risk" concept from finance.
1. A model to illustrate how to find the VaR and the CVaR for a portfolio of correlated investments.
2. A new version of the model above using RISKOptimizer to maximize the CVaR by choosing the portfolio weights appropriately. In other words, it is used to make the "bad" conditional mean as least bad as possible.

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