BLCOP (Q130946)

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Black-Litterman and Copula Opinion Pooling Frameworks
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English
BLCOP
Black-Litterman and Copula Opinion Pooling Frameworks

    Statements

    instance of
    R package
    0 references
    last update
    25 January 2021
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    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
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    timeSeries
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    fBasics
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    fMultivar
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    fPortfolio
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    rmarkdown
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    knitr
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    CRAN project
    BLCOP
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    programmed in
    R
    0 references
     
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