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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>.
| Version: | 0.3.3 |
| Imports: | methods, MASS, quadprog, RUnit (≥ 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio (≥ 3011.81), rmarkdown, knitr |
| Suggests: | sn, corpcor, mnormt |
| Published: | 2021-01-25 |
| DOI: | 10.32614/CRAN.package.BLCOP |
| Author: | Francisco Gochez [aut], Richard Chandler-Mant [aut], Suchen Jin [aut], Jinjing Xie [aut], Ava Yang [ctb] (Previous maintainer), Joe Russell [cre] |
| Maintainer: | Joe Russell <jrussell at mango-solutions.com> |
| BugReports: | https://github.com/mangothecat/BLCOP/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/mangothecat/BLCOP |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| CRAN checks: | BLCOP results |
| Reference manual: | BLCOP.pdf |
| Vignettes: |
Notes on the BLCOP Package |
| Package source: | BLCOP_0.3.3.tar.gz |
| Windows binaries: | r-devel: BLCOP_0.3.3.zip, r-release: BLCOP_0.3.3.zip, r-oldrel: BLCOP_0.3.3.zip |
| macOS binaries: | r-release (arm64): BLCOP_0.3.3.tgz, r-oldrel (arm64): BLCOP_0.3.3.tgz, r-release (x86_64): BLCOP_0.3.3.tgz, r-oldrel (x86_64): BLCOP_0.3.3.tgz |
| Old sources: | BLCOP archive |
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