org.drip.sample.blacklitterman

Class Yamabe2016

java.lang.Object

org.drip.sample.blacklitterman.Yamabe2016

public class Yamabe2016
extends java.lang.Object

Yamabe2016 reconciles the Outputs of the Black-Litterman Model Process. The Reference is: - He. G., and R. Litterman (1999): The Intuition behind the Black-Litterman Model Portfolios, Goldman Sachs Asset Management

Author:

Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor and Description
Yamabe2016()

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

Yamabe2016

public Yamabe2016()

Method Detail

main

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

Throws:

java.lang.Exception