BLCOP
Black-Litterman and Copula Opinion Pooling Frameworks
An implementation of the Black-Litterman Model and Attilio Meucci's copula opinion pooling framework as described in Meucci, Attilio (2005) <doi:10.2139/ssrn.848407>, Meucci, Attilio (2006) <doi:10.2139/ssrn.872577> and Meucci, Attilio (2008) <doi:10.2139/ssrn.1117574>.
- Version0.3.3
- R versionunknown
- LicenseMIT
- LicenseLICENSE
- Needs compilation?No
- Last release01/25/2021
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Team
Joe Russell
Francisco Gochez
Show author detailsRolesAuthorRichard Chandler-Mant
Show author detailsRolesAuthorSuchen Jin
Show author detailsRolesAuthorJinjing Xie
Show author detailsRolesAuthorAva Yang
Show author detailsRolesContributor
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- Imports9 packages
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