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.

AuthorFrancisco Gochez <fgochez@mango-solutions.com>
Date of publication2014-04-22 13:36:01
MaintainerMango Solutions <support@mango-solutions.com>
LicenseGPL-3
Version0.2.6

View on R-Forge

Functions

addBLViews Man page
addCOPViews Man page
assetSet Man page
BLCOPOptions Man page
BLPosterior Man page
BLResult-class Man page
BLViews Man page
BLViews-class Man page
CAPMList Man page
confidences Man page
confidences<- Man page
COPPosterior Man page
COPResult-class Man page
COPViews Man page
COPViews-class Man page
createBLViews Man page
createCOPViews Man page
deleteViews Man page
deleteViews,BLViews-method Man page
deleteViews,COPViews-method Man page
densityPlots Man page
densityPlots.BLResult Man page
densityPlots,BLResult-method Man page
densityPlots.COPResult Man page
densityPlots,COPResult-method Man page
distribution Man page
distribution-class Man page
monthlyReturns Man page
mvdistribution Man page
mvdistribution-class Man page
newPMatrix Man page
numSimulations Man page
optimalPortfolios Man page
optimalPortfolios.fPort Man page
optimalPortfolios.fPort.BL Man page
optimalPortfolios.fPort,BLResult-method Man page
optimalPortfolios.fPort.COP Man page
optimalPortfolios.fPort,COPResult-method Man page
PMatrix Man page
PMatrix<- Man page
posteriorEst Man page
posteriorFeasibility Man page
posteriorMeanCov Man page
posteriorSimulations Man page
priorViews Man page
probDistance,COPResult-method Man page
qv<- Man page
runBLCOPTests Man page
sampleFrom Man page
show,BLResult-method Man page
show,BLViews-method Man page
show.COPResult Man page
show,COPResult-method Man page
show,COPViews-method Man page
sp500Returns Man page
updateBLViews Man page
US13wTB Man page
viewMatrix Man page

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

Please suggest features or report bugs with the GitHub issue tracker.

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