Search for dissertations about: "Charlotta Mankert"

Found 2 swedish dissertations containing the words Charlotta Mankert.

  2. 1. The Black-Litterman Model : Towards its use in practice

    Author : Charlotta Mankert; Birger Ljung; Harald Lang; Stefan Sjögren; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Black-Litterman model; portfolio theory; portfolio management; practical portfolio management; asset allocation; sampling theory; behavioural finance; behavioral finance; overconfidence; action science; action research; Business studies; Företagsekonomi;

    Abstract : The Black-Litterman model is analyzed in three steps seeking to investigate, develop and test the B-L model in an applied perspective. The first step mathematically derives the Black-Litterman model from a sampling theory approach generating a new interpretation of the model and an interpretable formula for the parameter weight-on-views. READ MORE

  4. 2. The Black-Litterman Model : mathematical and behavioral finance approaches towards its use in practice

    Author : Charlotta Mankert; Birger Ljung; Ted Lindblom; KTH; []
    Keywords : SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; Black-Litterman Model; Portfolio Management; Portfolio Theory; Portfolio Models; Behavioral Finance; Business and economics; Ekonomi;

    Abstract : The financial portfolio model often referred to as the Black-Litterman model is analyzed using two approaches; a mathematical and a behavioral finance approach. After a detailed description of its framework, the Black-Litterman model is derived mathematically using a sampling theoretical approach. READ MORE