Package: BLModel 1.0.2

Andrzej Palczewski

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.

Authors:Andrzej Palczewski [aut, cre], Jan Palczewski [aut], Alicja Gosiewska [ctb]

BLModel_1.0.2.tar.gz
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BLModel.pdf |BLModel.html✨
BLModel/json (API)

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5 exports 0.00 score 0 dependencies 6 scripts 859 downloads

Last updated 7 years agofrom:3b6b8747a4. Checks:OK: 2. Indexed: yes.

Exports:BL_post_distrequilibrium_meanobserv_normalobserv_powerexpobserv_ts

Dependencies: