Integrate multiple variants of the Black-Litterman into the Library

[alexchiric]

Currently, the Library uses the Black-Litterman Reference Model, which has been proven flawed due to the normality assumption. A. Meucci (2010) provides a variant to it. Also, more developments have been mentioned in his paper, which would allow for another degree of flexibility, for instance the addition of the entropy pooling model. I am working on my MSc Dissertation on the topic, and would gladly contribute to your library.

Meucci, A. (2010) 'The Black-Litterman Approach: Original Model and Extensions'. Available at: http://ssrn.com/abstract=1117574 (Accessed: 12 October 2010).