Black-Litterman and copula-opinion pooling frameworks
An implementation of the Black-Litterman Model and Atilio Meucci's
copula opinion pooling framework.  This should be regarded as a beta release.
methods, RUnit, MASS, quadprog, corpcor, sn

An implementation of the Black-Litterman Model and Atilio
Meucci's copula opinion pooling framework.  This should be
regarded as a beta release.

RUnit (>= 0.4.22), fPortfolio (>= 2100.78), sn, corpcor

Black-Litterman and Copula Opinion Pooling Frameworks
Francisco Gochez, Richard Chandler-Mant, Suchen Jin, Jinjing Xie
An implementation of the Black-Litterman Model and Atilio
Meucci's copula opinion pooling framework.
RUnit (>= 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio
(>= 3011.81)

methods, MASS, quadprog, RUnit (>= 0.4.22), timeSeries,
fBasics, fMultivar, fPortfolio (>= 3011.81)

c(person(given = "Francisco",
family = "Gochez",
role = "aut"),
person(given = "Richard",
family = "Chandler-Mant",
role = "aut"),
person(given = "Suchen",
family = "Jin",
role = "aut"),
person(given = "Jinjing",
family = "Xie",
role = "aut"),
person(given = "Ava",
family = "Yang",
role = "ctb",
email = "ayang@mango-solutions.com",
comment = "Previous maintainer"),
person(given = "Joe",
family = "Russell",
role = "cre",
email = "jrussell@mango-solutions.com"))
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>.
methods, MASS, quadprog, RUnit (>= 0.4.22), timeSeries,
fBasics, fMultivar, fPortfolio (>= 3011.81), rmarkdown, knitr
Francisco Gochez [aut],
Richard Chandler-Mant [aut],
Suchen Jin [aut],
Jinjing Xie [aut],
Ava Yang [ctb] (Previous maintainer),
Joe Russell [cre]

c(
person("Andrzej", "Palczewski", email = "A.Palczewski@mimuw.edu.pl", role = c("aut", "cre")),
person("Jan", "Palczewski", email = "J.Palczewski@leeds.ac.uk", role = c("aut")),
person("Alicja","Gosiewska", email = "alicjagosiewska@gmail.com", role = c("ctb")))
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.
Andrzej Palczewski [aut, cre],
Jan Palczewski [aut],
Alicja Gosiewska [ctb]