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Petter N. Kolm

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2020 – today

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2021
[j3]
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  - journals/eswa/NystrupKL21
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  - https://dblp.org/rec/journals/eswa/NystrupKL21
Peter Nystrup, Petter N. Kolm, Erik Lindström:
Feature selection in jump models. Expert Syst. Appl. 184: 115558 (2021)
2020
[i1]
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  - journals/corr/abs-2010-12002
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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 abs/2010.12002 (2020)

2010 – 2019

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2017
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Petter N. Kolm, Gordon Ritter:
On the Bayesian interpretation of Black-Litterman. Eur. J. Oper. Res. 258(2): 564-572 (2017)
2014
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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): 356-371 (2014)

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