BLCOP (0.2.4)

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. This should be regarded as a beta release.

Maintainer: Mango Solutions
Author(s): Francisco Gochez <fgochez@mango-solutions.com>

License: GPL-3

Uses: MASS, quadprog, RUnit, fPortfolio, sn

Released about 10 years ago.