<t> The black - litterman model estimates the expected return using the bavesian shrinkage model (historical samples covariance matrix plus your prior view). Therefore, if there were no views regard one of the considered assets, its only possible to use its historical data base, which gives unstabl...
Hi Guys,I´m looking for resourses with examples about how can I use principal component in R. I checked the R-Project site, but i didn´t find nothing interesting. somebody can help me? best regards,