BLCOP: Black-Litterman and copula-opinion pooling frameworks

An implementation of the Black-Litterman Model and Atilio Meucci's copula opinion pooling framework. This should be regarded as a beta release.

Version: 0.2.7
Depends: methods, MASS, quadprog
Suggests: RUnit (≥ 0.4.22), fPortfolio (≥ 2100.78), sn, corpcor
Published: 2014-01-07
Author: Francisco Gochez
Maintainer: Mango Solutions <support at mango-solutions.com>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
CRAN checks: BLCOP results

Downloads:

Reference manual: BLCOP.pdf
Vignettes: "Overview of the BLCOP package"
Package source: BLCOP_0.2.7.tar.gz
MacOS X binary: BLCOP_0.2.7.tgz
Windows binary: BLCOP_0.2.7.zip
Old sources: BLCOP archive