BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks

An implementation of the Black-Litterman Model and Atilio Meucci's copula opinion pooling framework.

Package details

AuthorFrancisco Gochez, Richard Chandler-Mant, Suchen Jin, Jinjing Xie
MaintainerAva Yang <>
Package repositoryView on CRAN
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BLCOP documentation built on Feb. 10, 2020, 1:06 a.m.