Hi Reena,

I am not sure what exactly you are looking for. While uploading the beta
version, Francisco Gochez clearly mentioned that it includes copula opinion
pooling framework  with future scope of inclusion of entropy pooling.

The entropy pooling code in Matlab  by Attilio Meucci  could be found at
http://www.symmys.com/AttilioMeucci/Teaching/MATLAB.html .
I am not sure whether entropy pooling code is available anywhere in R.

Regards,
Debashis

 19/02/2009, Reena Bansal <Reena.Bansal@moorecap.com> wrote:

> 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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>
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