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BLModel: Black-Litterman Posterior Distribution
Posterior distribution in the Black-Litterman model is computed from a prior distribution given in the form of a time series of asset returns and a continuous distribution of views provided by the user as an external function.
Getting started
Browse package contents
Package details |
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| Author | Andrzej Palczewski [aut, cre], Jan Palczewski [aut], Alicja Gosiewska [ctb] |
| Maintainer | Andrzej Palczewski <A.Palczewski@mimuw.edu.pl> |
| License | GNU General Public License version 3 |
| Version | 1.0.2 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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