BLCOP

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Black-Litterman and Copula Opinion Pooling Frameworks

Richard Chandler-mant, Francisco Gochez, Jinjing Xie, Suchen Jin

Last update: 25 January 2021

Copyright license: MIT license, File License

Software version identifier: 0.3.3

Cites work

• Beyond Black-Litterman: Views on Non-Normal Markets
• Beyond Black-Litterman in Practice: A Five-Step Recipe to Input Views on Non-Normal Markets
• The Black-Litterman Approach: Original Model and Extensions

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