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fixed typo

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robertmartin8
2020-11-21 15:24:11 +00:00
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docs/BlackLitterman.rst
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@@ -20,7 +20,7 @@ be estimated. The Black-Litterman formula is given below:
.. math::
E(R) = [(\tau \Sigma)^{-1} + P^T \Omega^{-1} P]^{-1}[(\tau \Sigma)^{-1} \Pi + P^T \Sigma^{-1} Q]
E(R) = [(\tau \Sigma)^{-1} + P^T \Omega^{-1} P]^{-1}[(\tau \Sigma)^{-1} \Pi + P^T \Omega^{-1} Q]
- :math:`E(R)` is a Nx1 vector of expected returns, where *N* is the number of assets.
- :math:`Q` is a Kx1 vector of views.