BLModel
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.
- Version1.0.2
- R version≥ 3.3.0
- LicenseGNU General Public License version 3
- Needs compilation?No
- Last release03/29/2017
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Andrzej Palczewski
Alicja Gosiewska
Show author detailsRolesContributorJan Palczewski
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