BLCOP: Black-Litterman and Copula Opinion Pooling Frameworks

An implementation of the Black-Litterman Model and Atilio Meucci's copula opinion pooling framework.

Version: 0.3.2
Imports: methods, MASS, quadprog, RUnit (≥ 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio (≥ 3011.81)
Suggests: sn, corpcor, mnormt
Published: 2020-02-09
Author: Francisco Gochez, Richard Chandler-Mant, Suchen Jin, Jinjing Xie
Maintainer: Ava Yang <ayang at>
License: GPL-3
NeedsCompilation: no
Materials: NEWS
CRAN checks: BLCOP results


Reference manual: BLCOP.pdf
Vignettes: "Overview of the BLCOP package"
Package source: BLCOP_0.3.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: BLCOP_0.3.2.tgz, r-oldrel: BLCOP_0.3.2.tgz
Old sources: BLCOP archive


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