BLModel: Black-Litterman Posterior Distribution

Posterior distribution in the Black-Litterman model is computed from a prior distribution given in the form of a time series of asset returns and a continuous distribution of views provided by the user as an external function.

Version: 1.0.2
Depends: R (≥ 3.3.0)
Suggests: mvtnorm, testthat
Published: 2017-03-29
DOI: 10.32614/CRAN.package.BLModel
Author: Andrzej Palczewski [aut, cre], Jan Palczewski [aut], Alicja Gosiewska [ctb]
Maintainer: Andrzej Palczewski <A.Palczewski at>
License: GNU General Public License version 3
NeedsCompilation: no
In views: Finance
CRAN checks: BLModel results


Reference manual: BLModel.pdf


Package source: BLModel_1.0.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): BLModel_1.0.2.tgz, r-oldrel (arm64): BLModel_1.0.2.tgz, r-release (x86_64): BLModel_1.0.2.tgz, r-oldrel (x86_64): BLModel_1.0.2.tgz


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