BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks
Version 0.3.1

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
Date of publication2015-02-04 21:10:04
MaintainerAva Yang <[email protected]>
Package repositoryView on CRAN
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BLCOP documentation built on May 29, 2017, 6:22 p.m.