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 |
Pi | [#Assets x 1] The vector of equilibrium expected returns | Vector |
Q | [#Views x 1] The vector containing the returns for each view | Vector |
Tau | The uncertainty of the CAPM distribution | Real number |