MangoTheCat/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>.

Package details

Maintainer
LicenseMIT + file LICENSE
Version0.3.3
URL https://github.com/mangothecat/BLCOP
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("MangoTheCat/BLCOP")
MangoTheCat/BLCOP documentation built on Jan. 31, 2021, 12:20 p.m.