Takip et
Petter Kolm
Petter Kolm
NYU Courant Institute of Mathematical Sciences
nyu.edu üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Robust portfolio optimization and management
FJ Fabozzi, PN Kolm, DA Pachamanova, SM Focardi
John Wiley & Sons, 2007
8992007
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
7472014
Financial modeling of the equity market: from CAPM to cointegration
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2006
1952006
Numerical quadratures for singular and hypersingular integrals
P Kolm, V Rokhlin
Computers & Mathematics with Applications 41 (3-4), 327-352, 2001
1242001
Quantitative equity investing: Techniques and strategies
FJ Fabozzi, SM Focardi, PN Kolm
John Wiley & Sons, 2010
1232010
Dynamic replication and hedging: A reinforcement learning approach
PN Kolm, G Ritter
The Journal of Financial Data Science 1 (1), 159-171, 2019
1172019
Modern perspectives on reinforcement learning in finance
PN Kolm, G Ritter
Modern Perspectives on Reinforcement Learning in Finance (September 6, 2019), 2019
992019
Incorporating trading strategies in the Black-Litterman framework
FJ Fabozzi, SM Focardi, PN Kolm
The Journal of Trading 1 (2), 28-37, 2006
942006
Portfolio selection
FJ Fabozzi, HM Markowitz, F Gupta
Handbook of finance 2, 3-13, 2008
902008
Deep reinforcement learning for option replication and hedging
J Du, M Jin, PN Kolm, G Ritter, Y Wang, B Zhang
The Journal of Financial Data Science 2 (4), 44-57, 2020
582020
On the bayesian interpretation of black–litterman
P Kolm, G Ritter
European Journal of Operational Research 258 (2), 564-572, 2017
562017
Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book
PN Kolm, J Turiel, N Westray
Mathematical Finance 33 (4), 1044-1081, 2023
442023
Black-litterman and beyond: The bayesian paradigm in investment management
PN Kolm, G Ritter, J Simonian
The Journal of Portfolio Management, to appear, 2021
412021
Multiperiod portfolio selection and bayesian dynamic models
PN Kolm, G Ritter
Risk 28 (3), 50-54, 2014
282014
Best practices in research for quantitative equity strategies
JA Cerniglia, FJ Fabozzi, PN Kolm
Journal of Portfolio Management 42 (5), 135, 2016
272016
Mean‐Variance Model for Portfolio Selection
FJ Fabozzi, HM Markowitz, PN Kolm, F Gupta
Encyclopedia of Financial Models, 2012
262012
Greedy online classification of persistent market states using realized intraday volatility features
P Nystrup, PN Kolm, E Lindström
Journal of Financial Data Science 2 (3), 25-39, 2020
242020
Modellansatz und Algorithmus zur Berechnung von Ökobilanzen im Rahmen der Datenbank ecoinvent
M Schmidt, A Schorb, R Frischknecht, P Kolm
Stoffstromanalysen: in Ökobilanzen und Öko-Audits, 79-95, 1995
241995
Feature selection in jump models
EL Peter Nystrup, Petter N. Kolm
Expert Systems with Applications 184, 115558, 2021
21*2021
Robo-advisory: From investing principles and algorithms to future developments
A Grealish, PN Kolm
SSRN Electronic Journal, 1-29, 2021
212021
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