Installation
About
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.
| github.com/mangothecat/BLCOP | |
| Bug report | File report |
Key Metrics
Downloads
| Yesterday | 8 0% |
| Last 7 days | 62 -47% |
| Last 30 days | 400 +16% |
| Last 90 days | 1.008 -10% |
| Last 365 days | 4.067 -19% |