BLModel

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Black-Litterman Posterior Distribution

Andrzej Palczewski, Jan Palczewski

Last update: 29 March 2017

Copyright license: GNU General Public License, version 3.0

Software version identifier: 1.0.2

Official website: https://cran.r-project.org/web/packages/BLModel/index.html

Source code repository: https://github.com/cran/BLModel

Cited In (2)

• Black-Litterman model for continuous distributions
• PortfolioOptim

This page was built for software: BLModel