An implementation of the Black-Litterman Model and Atilio Meucci's copula opinion pooling framework. This should be regarded as a beta release.
|Author||Francisco Gochez <[email protected]>|
|Date of publication||2014-04-22 13:36:01|
|Maintainer||Mango Solutions <[email protected]>|
|Package repository||View on R-Forge|
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