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:

  • Da, Z., and R. Jagannathan (2005): https://www3.nd.edu/~zda/TeachingNote_Black-Litterman.pdf
  • 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 Description
    DaJagannathan2005a()  
  • Method Summary

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

    Methods inherited from class java.lang.Object

    equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
  • Constructor Details

    • DaJagannathan2005a

      public DaJagannathan2005a()
  • Method Details

    • main

      public static final void main​(java.lang.String[] astArgs) throws java.lang.Exception
      Entry Point
      Parameters:
      astArgs - Command Line Argument Array
      Throws:
      java.lang.Exception - Thrown on Error/Exception Situation