An implementation of the Black-Litterman Model and Atilio
Meucci's copula opinion pooling framework.
| Version: |
0.3.1 |
| Depends: |
methods, MASS, quadprog |
| Imports: |
RUnit (≥ 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio (≥ 3011.81) |
| Suggests: |
sn, corpcor, mnormt |
| Published: |
2015-02-04 |
| Author: |
Francisco Gochez, Richard Chandler-Mant, Suchen Jin, Jinjing Xie |
| Maintainer: |
Ava Yang <ayang at mango-solutions.com> |
| BugReports: |
NA |
| License: |
GPL-3 |
| URL: |
NA |
| NeedsCompilation: |
no |
| Materials: |
NEWS |
| CRAN checks: |
BLCOP results |