Black Litterman Model
Posted: Tue Jul 28, 2009 8:24 am
Hi,
I am trying to write a EViews code for a simple Black Litterman model. Since i am a relatively new to eviews world, just wanted to enquire
---Do we have any built in command for solving Black Litterman with input parameters?
If not then
--What is the command to solve a quadratic program in EViews?
Thanks!
Cheers,
Gaurav
I am trying to write a EViews code for a simple Black Litterman model. Since i am a relatively new to eviews world, just wanted to enquire
---Do we have any built in command for solving Black Litterman with input parameters?
If not then
--What is the command to solve a quadratic program in EViews?
Thanks!
Cheers,
Gaurav