Hi All -

I am looking for Black Litterman CAPM portfolio optimization
implementation in R. 

Reference
http://corporate.morningstar.com/ib/documents/MethodologyDocuments/IBBAs
sociates/BlackLitterman.pdf

I came across the beta release of BLCOP package. Has anybody used this
package and is there any other implementation of the above in R?

Thanks,
Reena

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