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>
License: MIT + file LICENSE
NeedsCompilation: no
Materials: README NEWS
CRAN checks: BLCOP results


Reference manual: BLCOP.pdf
Vignettes: Notes on the BLCOP Package


Package source: BLCOP_0.3.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
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


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