Class Table4Reconciler

java.lang.Object
org.drip.sample.helitterman.Table4Reconciler

public class Table4Reconciler
extends java.lang.Object
Table4Reconciler reconciles the First Set of Outputs (Table #4) of the Black-Litterman Model Process as illustrated in the Following Paper:

  • 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
    Table4Reconciler()  
  • Method Summary

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

    Methods inherited from class java.lang.Object

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

    • Table4Reconciler

      public Table4Reconciler()
  • Method Details

    • main

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