org.drip.sample.blacklitterman

Class OToole2013

java.lang.Object

org.drip.sample.blacklitterman.OToole2013

public class OToole2013
extends java.lang.Object

OToole2013 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 - O'Toole, R. (2003): The Black-Litterman Model: The Risk Budgeting Perspective, Journal of Asset Management 14 (1) 2-13.

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
OToole2013()

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

OToole2013

public OToole2013()

Method Detail

main

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

Throws:

java.lang.Exception