[R-SIG-Finance] Black -Litterman Model

[ngottlieb at marinercapital.com]

Does anyone know if the Black Litterman Model for Optimization has been
implemented in R?

If in S would help also, and if in S how mushc would be involved in
converting into an R package?

Thanks,
Neil
--------------------------------------------------------



This information is being sent at the recipient's reques...{{dropped:16}}