Charlotta Mankert

Royal Institute of Technology (KTH) - Department of Industrial Economics and Management (INDEK)

Stockholm, 100 44

Sweden

SCHOLARLY PAPERS

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Scholarly Papers (2)

1.

Behavioral Finance and its Implication in the Use of the Black-Litterman Model

Journal of Real Estate Portfolio Management, Forthcoming
Posted: 22 Jun 2011
Charlotta Mankert and Michael Seiler
Royal Institute of Technology (KTH) - Department of Industrial Economics and Management (INDEK) and College of William and Mary - Finance

Abstract:

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Portfolio Theory, Black-Litterman, Markowitz Allocation, Real Estate

2.

Mathematical Derivations and Practical Implications for the Use of the Black-Litterman Model

Journal of Real Estate Portfolio Management, Forthcoming
Posted: 22 Jun 2011
Charlotta Mankert and Michael Seiler
Royal Institute of Technology (KTH) - Department of Industrial Economics and Management (INDEK) and College of William and Mary - Finance

Abstract:

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Black-Litterman, weight-on-views, derivation