BLCOP (0.3.1)

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Black-Litterman and Copula Opinion Pooling Frameworks.

http://cran.r-project.org/web/packages/BLCOP

An implementation of the Black-Litterman Model and Atilio Meucci's copula opinion pooling framework.

Maintainer: Ava Yang
Author(s): Francisco Gochez, Richard Chandler-Mant, Suchen Jin, Jinjing Xie

License: GPL-3

Uses: Does not use any package

Released almost 5 years ago.


5 previous versions

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