org.drip.sample.blacklitterman

Class Soontornkit2010

java.lang.Object

org.drip.sample.blacklitterman.Soontornkit2010

public class Soontornkit2010
extends java.lang.Object

Soontornkit2010 reconciles the Outputs of the Black-Litterman Model Process. The References are: - Soontornkit, S. (2010): The Black-Litterman Approach to Asset Allocation http://www.bus.tu.ac.th/uploadPR/%E0%B9%80%E0%B8%AD%E0%B8%81%E0%B8%AA%E0%B8%B2%E0%B8%A3%209%20%E0%B8%A1%E0%B8%B4.%E0%B8%A2.%2053/Black-Litterman_Supakorn.pdf - 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
Soontornkit2010()

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

Soontornkit2010

public Soontornkit2010()

Method Detail

main

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

Throws:

java.lang.Exception