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

Module = Product Core Module
Library = Transaction Cost Analytics
Project = DROP API Construction and Usage
Package = Canonical Black Litterman and Extensions

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors

Constructor Description

IdzorekAndrogue2003()
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
- IdzorekAndrogue2003
  
  public IdzorekAndrogue2003()
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