BLCOP: Black-Litterman and copula-opinion pooling frameworks
Version 0.2.6

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

Package details

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
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("BLCOP", repos="http://R-Forge.R-project.org")

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BLCOP documentation built on May 31, 2017, 4:47 a.m.