Package: BLCOP
Type: Package
Title: Black-Litterman and Copula Opinion Pooling Frameworks
Version: 0.3.2
Date: 2020-02-04
Author: Francisco Gochez, Richard Chandler-Mant, Suchen Jin, Jinjing Xie
Maintainer: Ava Yang <ayang@mango-solutions.com>
Description: An implementation of the Black-Litterman Model and Atilio
    Meucci's copula opinion pooling framework.
Imports: methods, MASS, quadprog, RUnit (>= 0.4.22), timeSeries,
        fBasics, fMultivar, fPortfolio (>= 3011.81)
Suggests: sn, corpcor, mnormt
License: GPL-3
LazyData: yes
LazyLoad: yes
Repository: CRAN
NeedsCompilation: no
Packaged: 2020-02-09 20:08:01 UTC; ayang
Date/Publication: 2020-02-09 21:10:02 UTC
