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BLCOP: Black-Litterman and copula-opinion pooling frameworks
An implementation of the Black-Litterman Model and Atilio Meucci's copula opinion pooling framework. This should be regarded as a beta release.
Getting started
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Package details |
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| Author | Francisco Gochez <fgochez@mango-solutions.com> |
| Maintainer | Mango Solutions <support@mango-solutions.com> |
| License | GPL-3 |
| Version | 0.2.6 |
| Package repository | View on R-Forge |
| Installation |
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