Package: BLCOP
Type: Package
Title: Black-Litterman and Copula Opinion Pooling Frameworks
Version: 0.3.1
Date: 2015-02-04
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.
Depends: methods, MASS, quadprog
Imports: RUnit (>= 0.4.22), timeSeries, fBasics, fMultivar, fPortfolio
        (>= 3011.81)
Suggests: sn, corpcor, mnormt
License: GPL-3
LazyData: yes
LazyLoad: yes
Repository: CRAN
Packaged: 2015-02-04 08:21:00 UTC; Administrator
NeedsCompilation: no
Date/Publication: 2015-02-04 21:10:04
