Petter N. Kolm

Publication Activity (10 Years)

Years Active: 2014-2021
Publications (10 Years): 3

Top Topics

Portfolio Optimization

Bayesian Decision

Irrelevant Features

Top Venues

Eur. J. Oper. Res.

Expert Syst. Appl.

Publications

Peter Nystrup, Petter N. Kolm, Erik Lindström
Feature selection in jump models. Expert Syst. Appl. 184 (2021)
Metod Jazbec, Barna Pásztor, Felix Faltings, Nino Antulov-Fantulin, Petter N. Kolm
On the impact of publicly available news and information transfer to financial markets. CoRR (2020)
Petter N. Kolm, Gordon Ritter
On the Bayesian interpretation of Black-Litterman. Eur. J. Oper. Res. 258 (2) (2017)
Petter N. Kolm, Reha H. Tütüncü, Frank J. Fabozzi
60 Years of portfolio optimization: Practical challenges and current trends. Eur. J. Oper. Res. 234 (2) (2014)