BLposterior
BLPosterior(returns, views, tau = 1, marketIndex, riskFree = NULL,
kappa = 0, covEstimator = "cov")A matrix of time series of returns. The columns should correspond to individual assets.
An object of class BLViews
The "tau" parameter in the Black-Litterman model.
A set of returns of a market index.
A time series of risk-free rates of return. Defaults to 0
if greater than 0, the confidences in each view are replaced. See the online help for details
A string holding the name of the function that should be used to estimate the variance-covariance matrix. This function should simply return a matrix.
An object of class BLResult