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# Hi all,
# I'm taking a look at the great BLCOP package by
# Francisco Gochez, but I'm a bit confused about
# the following topic:
# according to BL framework, one sets the 'market
# weights' (e.g. according to market cap), estimates
# the risk aversion coefficient 'lambda' (like Sharpe
# ratio) and calculates prior market returns 'R' by
# R < lambda * Sigma %*% w
# where 'Sigma' is the covariance matrix of asset returns
# and 'w' is the market cap weights' array.
# I'm not able to find this feature anywhere in BLCOP:
# in each example one must specify prior returns
# instead of setting risk aversion coefficient and let
# the above formula returns 'R'.
# Do I have to make it on my own or am I just
# ignoring any feature?
# Thanks,
