MATLAB Implementation of Black Litterman Model

First submitted by Helen Chen on 22 Feb 2010

Updated by Tx on 19 Jun 2012

From the Trading with MATLAB Blog

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Date	Contributor	Description	Rating
19 Jun 2012	Tx		1
30 Apr 2012	Jaime
22 Feb 2010	Helen Chen	This code implements the Black and Litterman Model As given in the paper He & Litterman: The intuition Behind Black- Litterman Model Portfolios.

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