BLCOP (0.3.2)

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: fBasics, fMultivar, fPortfolio, MASS, quadprog, RUnit, timeSeries, corpcor, mnormt, sn

Released 4 months ago.