S
Zodix
Study
Academic Library
Search
Shelves
Open access
Sign in
Search or jump to…
⌘K
Petter N. Kolm · Study
Home
/
Author
Petter N. Kolm
11 works
· latest 2023
· 3 institutions
cluster: provisional
ORCID 0000-0002-6794-4335
Follow
Suggest an ORCID correction
h-index
11
i10
11
Citations
1,307
Works here
11
06
07
10
13
16
19
20
21
23
Most cited in this library
60 Years of portfolio optimization: Practical challenges and current trends
2013 · 633 citations
Robust Portfolio Optimization
2007 · 175 citations
Financial Modeling of the Equity Market : From CAPM to Cointegration
2006 · 89 citations
Dynamic Replication and Hedging: A Reinforcement Learning Approach
2019 · 78 citations
Incorporating Trading Strategies in the Black-Litterman Framework
2006 · 69 citations
Works
11 shown
Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book
Mathematical Finance
·
2023
·
3 authors
·
Open access
51
citations
Robo-Advisors Today and Tomorrow: Investment Advice Is Just an App Away
The journal of wealth management
·
2021
·
2 authors
14
citations
Deep Reinforcement Learning for Option Replication and Hedging
The Journal of Financial Data Science
·
2020
·
6 authors
46
citations
Dynamic Replication and Hedging: A Reinforcement Learning Approach
The Journal of Financial Data Science
·
2019
·
2 authors
78
citations
Modern Perspectives on Reinforcement Learning in Finance
SSRN Electronic Journal
·
2019
·
2 authors
·
preprint
·
Open access
62
citations
On the Bayesian interpretation of Black–Litterman
European Journal of Operational Research
·
2016
·
2 authors
·
Open access
41
citations
60 Years of portfolio optimization: Practical challenges and current trends
European Journal of Operational Research
·
2013
·
3 authors
633
citations
Quantitative equity investing : techniques and strategies
·
2010
·
5 authors
49
citations
Robust Portfolio Optimization
The Journal of Portfolio Management
·
2007
·
4 authors
175
citations
Incorporating Trading Strategies in the Black-Litterman Framework
The Journal of Trading
·
2006
·
3 authors
69
citations
Financial Modeling of the Equity Market : From CAPM to Cointegration
·
2006
·
3 authors
89
citations