[ojAlgo-user] Some questions on the Markowitz/Black Litterman classes

[Paul N. <pau...@be...>]

Is there a function in the library for calculating the covariance matrix re=
quired for these routines or is there an easy way to calculate it yourself =
with other functions in the library?

What is the formula for the risk aversion field in MarketEquilibrium class?

Thanks in advance

Paul Netherwood




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