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.
It appears you don't have a PDF plugin for this browser. You can
click here to download the reference manual.
Andrzej Palczewski, 2 years ago
Browse source code at
Andrzej Palczewski [aut, cre]
Jan Palczewski [aut]
Alicja Gosiewska [ctb]
GNU General Public License version 3
Suggests mvtnorm, testthat
See at CRAN