PortfolioOptim

MaRDI QIDQ31533swMATHCRANFDO

Authors Andrzej Palczewski

Last update 7 February 2019

Copyright license GNU General Public License, version 3.0

Software version identifier 1.1.1

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

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

Cited in

(2)

• Black-Litterman model for continuous distributions
• BLModel

This page was built for software: PortfolioOptim