| 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 |