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BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks
An implementation of the Black-Litterman Model and Attilio Meucci's copula opinion pooling framework as described in Meucci, Attilio (2005) <doi:10.2139/ssrn.848407>, Meucci, Attilio (2006) <doi:10.2139/ssrn.872577> and Meucci, Attilio (2008) <doi:10.2139/ssrn.1117574>.
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Package details |
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| Author | Francisco Gochez [aut], Richard Chandler-Mant [aut], Suchen Jin [aut], Jinjing Xie [aut], Ava Yang [ctb] (Previous maintainer), Joe Russell [cre] |
| Maintainer | Joe Russell <jrussell@mango-solutions.com> |
| License | MIT + file LICENSE |
| Version | 0.3.3 |
| URL | https://github.com/mangothecat/BLCOP |
| Package repository | View on CRAN |
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