Black-Litterman Posterior Distribution
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Documentation for package ‘BLModel’ version 1.0.2
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| BL_post_distr | Computes the Black-Litterman posterior distribution. |
| equilibrium_mean | Solves the inverse optimization to mean-risk standard optimization problem to find equilibrium returns. The function is invoked by BL_post_distr and arguments are supplemented by BL_post_distr. |
| observ_normal | Example of distribution of views - normal distribution |
| observ_powerexp | Example of distribution of views - power exponential distribution |
| observ_ts | Example of distribution of views - Student t-distribution |