BLModel
Black-Litterman Posterior Distribution
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.2 |
2026-04-09 windows/windows R-4.5 | BLModel_1.0.2.zip |
42.2 KiB |