BLModel (1.0.2)

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Black-Litterman Posterior Distribution.

Posterior distribution in the Black-Litterman model is computed from a prior distribution given in the form of a time series of asset returns and a continuous distribution of views provided by the user as an external function.

Maintainer: Andrzej Palczewski
Author(s): Andrzej Palczewski [aut, cre], Jan Palczewski [aut], Alicja Gosiewska [ctb]

License: GNU General Public License version 3

Uses: mvtnorm, testthat

Released over 2 years ago.



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