org.drip.sample.blacklitterman

Class DaJagannathan2005a

java.lang.Object

org.drip.sample.blacklitterman.DaJagannathan2005a

public class DaJagannathan2005a
extends java.lang.Object

DaJagannathan2005a reconciles the Outputs of the Black-Litterman Model Process. The References are: - He. G., and R. Litterman (1999): The Intuition behind the Black-Litterman Model Portfolios, Goldman Sachs Asset Management - Da, Z., and R. Jagannathan (2005): https://www3.nd.edu/~zda/TeachingNote_Black-Litterman.pdf

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
DaJagannathan2005a()

Method Summary

Modifier and Type	Method and Description
static void	main(java.lang.String[] astArgs)

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

DaJagannathan2005a

public DaJagannathan2005a()

Method Detail

main

public static final void main(java.lang.String[] astArgs)
                       throws java.lang.Exception

Throws:

java.lang.Exception