BLModel (1.0.2)
Black-Litterman Posterior Distribution.
http://cran.r-project.org/web/packages/BLModel
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
Released over 2 years ago.
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