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BLCOP  

Black-Litterman and Copula Opinion Pooling Frameworks
View on CRAN: Click here


Download and install BLCOP package within the R console
Install from CRAN:
install.packages("BLCOP")

Install from Github:
library("remotes")
install_github("cran/BLCOP")

Install by package version:
library("remotes")
install_version("BLCOP", "0.3.3")



Attach the package and use:
library("BLCOP")
Maintained by
Joe Russell
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2008-08-20
Latest Update: 2021-01-25
Description:
An implementation of the Black-Litterman Model and Attilio Meucci's copula opinion pooling framework as described in Meucci, Attilio (2005) , Meucci, Attilio (2006) and Meucci, Attilio (2008) .
How to cite:
Joe Russell (2008). BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks. R package version 0.3.3, https://cran.r-project.org/web/packages/BLCOP
Previous versions and publish date:
0.2.2 (2008-08-20 15:14), 0.2.4 (2010-03-01 21:53), 0.2.6 (2011-05-23 09:06), 0.2.7 (2014-01-07 16:11), 0.2.8 (2014-07-30 16:15), 0.3.1 (2015-02-04 21:10), 0.3.2 (2020-02-09 22:10)
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