BLCOP

Black-Litterman and Copula Opinion Pooling Frameworks

CRAN Package

An implementation of the Black-Litterman Model and Attilio Meucci's copula opinion pooling framework as described in Meucci, Attilio (2005) , Meucci, Attilio (2006) and Meucci, Attilio (2008) .


Documentation


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports10 packages
  • Suggests3 packages