60 Years of portfolio optimization: Practical challenges and current trends. - Petter N. Kolm; Reha H. Tütüncü; Frank J. Fabozzi (Eur. J. Oper. Res., 2014)

On the Bayesian interpretation of Black-Litterman. - Petter N. Kolm; Gordon Ritter (Eur. J. Oper. Res., 2017)

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)

Feature selection in jump models. - Peter Nystrup; Petter N. Kolm; Erik Lindström (Expert Syst. Appl., 2021)

May the Forgetting Be with You: Alternate Replay for Learning with Noisy Labels. - Monica Millunzi; Lorenzo Bonicelli; Angelo Porrello; Jacopo Credi; Petter N. Kolm; Simone Calderara (BMVC, 2024)