org.drip.sample.blacklitterman

Class IdzorekAndrogue2003

java.lang.Object

org.drip.sample.blacklitterman.IdzorekAndrogue2003

public class IdzorekAndrogue2003
extends java.lang.Object

IdzorekAndrogue2003 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 - Idzorek, T., and J. Androgue (2003): https://faculty.fuqua.duke.edu/~charvey/Teaching/BA453_2005/Black%20Litterman.pdf

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
IdzorekAndrogue2003()

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

IdzorekAndrogue2003

public IdzorekAndrogue2003()

Method Detail

main

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

Throws:

java.lang.Exception