Követés
Petter Kolm
Petter Kolm
NYU Courant Institute of Mathematical Sciences
E-mail megerősítve itt: nyu.edu
Cím
Hivatkozott rá
Hivatkozott rá
Év
Robust portfolio optimization and management
FJ Fabozzi, SM Focardi, PN Kolm, DA Pachamanova
John Wiley & Sons, 2007
6082007
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
4672014
Financial modeling of the equity market: from CAPM to cointegration
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2006
1602006
Robust portfolio optimization
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
The Journal of portfolio management 33 (3), 40-48, 2007
1252007
Numerical quadratures for singular and hypersingular integrals
P Kolm, V Rokhlin
Computers & Mathematics with Applications 41 (3-4), 327-352, 2001
1062001
Quantitative equity investing: Techniques and strategies
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2010
982010
Incorporating trading strategies in the Black-Litterman framework
FJ Fabozzi, SM Focardi, PN Kolm
The Journal of Trading 1 (2), 28-37, 2006
712006
Dynamic replication and hedging: A reinforcement learning approach
PN Kolm, G Ritter
The Journal of Financial Data Science 1 (1), 159-171, 2019
452019
Modern perspectives on reinforcement learning in finance
PN Kolm, G Ritter
Modern Perspectives on Reinforcement Learning in Finance (September 6, 2019 …, 2020
322020
On the bayesian interpretation of black–litterman
P Kolm, G Ritter
European Journal of Operational Research 258 (2), 564-572, 2017
302017
Portfolio selection
FJ Fabozzi, HM Markowitz, F Gupta
Handbook of finance 2, 2008
292008
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
Modellansatz und Algorithmus zur Berechnung von Ökobilanzen im Rahmen der Datenbank ecoinvent
R Frischknecht, P Kolm
Stoffstromanalysen, 79-95, 1995
211995
Multiperiod portfolio selection and bayesian dynamic models
PN Kolm, G Ritter
Risk 28 (3), 50-54, 2014
202014
Mean‐Variance Model for Portfolio Selection
FJ Fabozzi, HM Markowitz, PN Kolm, F Gupta
Encyclopedia of Financial Models, 2012
172012
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
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
172003
A simple framework for time diversification
FJ Fabozzi, SM Focardi, PN Kolm
The Journal of Investing 15 (3), 8-17, 2006
152006
Greedy online classification of persistent market states using realized intraday volatility features
P Nystrup, PN Kolm, E Lindström
The Journal of Financial Data Science 2 (3), 25-39, 2020
102020
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Cikkek 1–20