.. _mCVaR_top:

mCVaR-based optimal portfolios
##############################

.. include:: CVaR_th_doc_inc.md
  :parser: myst_parser.sphinx_

:ref:`TOP<mCVaR_top>`

CVaRAnalyzer class
******************

.. automodule:: azapy.Analyzers.CVaRAnalyzer
   :members:
   :undoc-members:
   :show-inheritance:

:ref:`TOP<mCVaR_top>`

`Example CVaRAnalyzer <https://github.com/Mircea-MMXXI/azapy/blob/main/scripts/analyzers/CVaRAnalyzer_examples.py>`_
********************************************************************************************************************

.. literalinclude:: ../scripts/analyzers/CVaRAnalyzer_examples.py
   :language: py

:ref:`TOP<mCVaR_top>`

Port_CVaR class
****************

.. automodule:: azapy.PortOpt.Port_CVaR
  :members:
  :undoc-members:
  :show-inheritance:

:ref:`TOP<mCVaR_top>`

`Example Port_CVaR <https://github.com/Mircea-MMXXI/azapy/blob/main/scripts/portfolios/Port_CVaR_examples.py>`_
***************************************************************************************************************

.. literalinclude:: ../scripts/portfolios/Port_CVaR_examples.py
  :language: py

:ref:`TOP<mCVaR_top>`