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BL.COV

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Returns the (posterior) covariance matrix of the Black-Litterman master formula

P | A matrix [#Views x #Assets] with investors views | Matrix |

Sigma | [#Assets x #Assets] Covariance of Asset | Matrix |

Omega | [#Views x #Views] A matrix of uncertainty in each view | Matrix |

Tau | The uncertainty of the CAPM distribution | Real number |