Petter N. Kolm

According to our database, Petter N. Kolm authored at least 4 papers between 2014 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2021

Feature selection in jump models.

Peter Nystrup, Petter N. Kolm, Erik Lindström

Expert Syst. Appl., 2021

2020

On the impact of publicly available news and information transfer to financial markets.

Metod Jazbec, Barna Pásztor, Felix Faltings, Nino Antulov-Fantulin, Petter N. Kolm

CoRR, 2020

2017

On the Bayesian interpretation of Black-Litterman.

Petter N. Kolm, Gordon Ritter

Eur. J. Oper. Res., 2017

2014

60 Years of portfolio optimization: Practical challenges and current trends.

Petter N. Kolm, Reha H. Tütüncü, Frank J. Fabozzi

Eur. J. Oper. Res., 2014