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 |
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Maintainer | |
License | MIT + file LICENSE |
Version | 0.3.3 |
URL | https://github.com/mangothecat/BLCOP |
Package repository | View on GitHub |
Installation |
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