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Petter Kolm
Petter Kolm
NYU Courant Institute of Mathematical Sciences
Bestätigte E-Mail-Adresse bei nyu.edu
Titel
Zitiert von
Zitiert von
Jahr
Robust portfolio optimization and management
FJ Fabozzi, SM Focardi, PN Kolm, DA Pachamanova
John Wiley & Sons, 2007
6282007
60 Years of portfolio optimization: Practical challenges and current trends
PN Kolm, R Tütüncü, FJ Fabozzi
European Journal of Operational Research 234 (2), 356-371, 2014
5242014
Financial modeling of the equity market: from CAPM to cointegration
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2006
1632006
Robust portfolio optimization
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
The Journal of portfolio management 33 (3), 40-48, 2007
1342007
Numerical quadratures for singular and hypersingular integrals
P Kolm, V Rokhlin
Computers & Mathematics with Applications 41 (3-4), 327-352, 2001
1102001
Quantitative equity investing: Techniques and strategies
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2010
1012010
Incorporating trading strategies in the Black-Litterman framework
FJ Fabozzi, SM Focardi, PN Kolm
The Journal of Trading 1 (2), 28-37, 2006
762006
Dynamic replication and hedging: A reinforcement learning approach
PN Kolm, G Ritter
The Journal of Financial Data Science 1 (1), 159-171, 2019
512019
Modern perspectives on reinforcement learning in finance
PN Kolm, G Ritter
Modern Perspectives on Reinforcement Learning in Finance (September 6, 2019 …, 2020
402020
On the bayesian interpretation of black–litterman
P Kolm, G Ritter
European Journal of Operational Research 258 (2), 564-572, 2017
342017
Portfolio selection
FJ Fabozzi, HM Markowitz, F Gupta
Handbook of finance 2, 2008
312008
Best practices in research for quantitative equity strategies
JA Cerniglia, FJ Fabozzi, PN Kolm
The Journal of Portfolio Management 42 (5), 135-143, 2016
222016
Trends in quantitative finance
FJ Fabozzi, SM Focardi, PN Kolm
Research Foundation of CFA Institute, 2006
222006
Multiperiod portfolio selection and bayesian dynamic models
PN Kolm, G Ritter
Risk 28 (3), 50-54, 2014
212014
Quadruple and octuple layer potentials in two dimensions I: Analytical apparatus
P Kolm, S Jiang, V Rokhlin
Applied and Computational Harmonic Analysis 14 (1), 47-74, 2003
202003
Modellansatz und Algorithmus zur Berechnung von Ökobilanzen im Rahmen der Datenbank ecoinvent
R Frischknecht, P Kolm
Stoffstromanalysen, 79-95, 1995
201995
Mean‐Variance Model for Portfolio Selection
FJ Fabozzi, HM Markowitz, PN Kolm, F Gupta
Encyclopedia of Financial Models, 2012
182012
Hidden noise structure and random matrix models of stock correlations
II Dimov, PN Kolm, L Maclin, DYC Shiber
Quantitative Finance 12 (4), 567-572, 2012
172012
A simple framework for time diversification
FJ Fabozzi, SM Focardi, PN Kolm
The Journal of Investing 15 (3), 8-17, 2006
152006
Black–litterman and beyond: The bayesian paradigm in investment management
PN Kolm, G Ritter, J Simonian
The Journal of Portfolio Management 47 (5), 91-113, 2021
122021
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