Displaying 2 results from an estimated 2 matches for "litterman".
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letterman
2011 Sep 26
1
How to determine the efficient frontier portfolios using the Black-Litterman model?
I'm trying to find 50 portfolios on the efficient frontier using the
Black-Litterman model but have not found a suitable method for doing so. I
tried using the "portfoliosFrontier" function given in the package
fPortfolio using the "optimalPortfolios.fPort" function on package "BLCOP"
but does not provide satisfactory results
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2009 Jun 09
1
Black-Litterman model
Anyone know where I can obtain an R implementation of the Black-
Litterman portfolio model?