BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks

An implementation of the Black-Litterman Model and Attilio Meucci's copula opinion pooling framework as described in Meucci, Attilio (2005) <doi:10.2139/ssrn.848407>, Meucci, Attilio (2006) <doi:10.2139/ssrn.872577> and Meucci, Attilio (2008) <doi:10.2139/ssrn.1117574>.

Version:	0.3.3
Imports:	methods, MASS, quadprog, RUnit (≥ 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio (≥ 3011.81), rmarkdown, knitr
Suggests:	sn, corpcor, mnormt
Published:	2021-01-25
DOI:	10.32614/CRAN.package.BLCOP
Author:	Francisco Gochez [aut], Richard Chandler-Mant [aut], Suchen Jin [aut], Jinjing Xie [aut], Ava Yang [ctb] (Previous maintainer), Joe Russell [cre]
Maintainer:	Joe Russell <jrussell at mango-solutions.com>
BugReports:	https://github.com/mangothecat/BLCOP/issues
License:	MIT + file LICENSE
URL:	https://github.com/mangothecat/BLCOP
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	BLCOP results

Documentation:

Reference manual:	BLCOP.html , BLCOP.pdf
Vignettes:	Notes on the BLCOP Package (source, R code)

Downloads:

Package source:	BLCOP_0.3.3.tar.gz
Windows binaries:	r-devel: BLCOP_0.3.3.zip, r-release: BLCOP_0.3.3.zip, r-oldrel: BLCOP_0.3.3.zip
macOS binaries:	r-release (arm64): BLCOP_0.3.3.tgz, r-oldrel (arm64): BLCOP_0.3.3.tgz, r-release (x86_64): BLCOP_0.3.3.tgz, r-oldrel (x86_64): BLCOP_0.3.3.tgz
Old sources:	BLCOP archive

Linking:

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