BLCOP (Q130946)

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Revision as of 00:14, 22 October 2023 by Swh import (talk | contribs) (SWHID from Software Heritage)
Black-Litterman and Copula Opinion Pooling Frameworks
Language Label Description Also known as
English
BLCOP
Black-Litterman and Copula Opinion Pooling Frameworks

    Statements

    instance of
    R package
    0 references
    programmed in
    R
    0 references
    last update
    25 January 2021
    0 references
    software version identifier
    0.3.3
    publication date
    25 January 2021
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    author
    Francisco Gochez
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    Richard Chandler-mant
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    Suchen Jin
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    Jinjing Xie
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    maintained by
    Joe Russell
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    imports
    methods
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    MASS
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    quadprog
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    RUnit
    software version identifier
    ≥ 0.4.22
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    timeSeries
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    fBasics
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    fMultivar
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    fPortfolio
    software version identifier
    ≥ 3011.81
    0 references
    rmarkdown
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    knitr
    0 references

    Identifiers

    CRAN project
    BLCOP
    0 references
     
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