Package 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:

  • 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
  • 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




Author:
Lakshmi Krishnamurthy

  • Constructor Summary

    Constructors
    Constructor Description
    Soontornkit2010()  

  • 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

    • Soontornkit2010

      public Soontornkit2010()

  • 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