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>.
Version: 0.3.3 Imports: methods, MASS, quadprog, RUnit (≥ 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio (≥ 3011.81), rmarkdown, knitr Suggests: sn, corpcor, mnormt Published: 2021-01-25 DOI: 10.32614/CRAN.package.BLCOP Author: Francisco Gochez [aut], Richard Chandler-Mant [aut], Suchen Jin [aut], Jinjing Xie [aut], Ava Yang [ctb] (Previous maintainer), Joe Russell [cre] Maintainer: Joe Russell <jrussell at mango-solutions.com> BugReports: https://github.com/mangothecat/BLCOP/issues License: MIT + file LICENSE URL: https://github.com/mangothecat/BLCOP NeedsCompilation: no Materials: README, NEWS CRAN checks: BLCOP results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=BLCOP to link to this page.
RetroSearch is an open source project built by @garambo | Open a GitHub Issue
Search and Browse the WWW like it's 1997 | Search results from DuckDuckGo
HTML:
3.2
| Encoding:
UTF-8
| Version:
0.7.4