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PetterKolm

Our paper "Chinese Outbound Investments into US" made the SSRN Top Ten List ht.ly/aPujU 7:35 AM May 18th via HootSuite
My latest published article on Chinese Outbound Investments into US. Take a look: ht.ly/aPujU 8:00 PM May 16th via HootSuite
Read my latest published article on a novel correlation structure in the residual noise of stock returns ht.ly/9X5TD 8:30 AM Apr 3rd via HootSuite
In this video interview Dr. Altshuler and I are discussing different aspects of graduate education at NYU. Take a look:... 7:01 AM Mar 20th via HootSuite
Interesting read on MINLP. Authors survey literature on non-convex MINLP, discussing applications, algorithms/software. ht.ly/9uyMV 8:00 AM Mar 13th via HootSuite
Performance of nearly 1400 US PE funds shows average PE fund performance exceeded public markets in the the long run. ht.ly/9jRqw 9:00 AM Mar 6th via HootSuite
An interesting paper looking @ ability of long-run risk models to explain out-of-sample asset returns during 1931-2009. ht.ly/9fNMx 9:00 AM Feb 28th via HootSuite
It's been great to meet all the new students in our program during the first two weeks of the semester 4:47 AM Feb 6th via UberSocial for BlackBerry
Today, I am speaking on panel session: What more traditional quants learn from high frequency trading at HFT World/Quant Invest NY panel. 11:17 AM Dec 8th, 2011 via HootSuite
Is the creation of the euro to blame for sovereign debt crisis in several EU countries? Here is a fresh look ht.ly/7Hpre 8:30 AM Dec 6th, 2011 via HootSuite
An interesting article that looks into stock picking and market timing skills of fund managers. ht.ly/7Hp4e 8:30 AM Nov 29th, 2011 via HootSuite
A new nonparametric technique to test linear pricing models. ht.ly/7utcH 8:30 AM Nov 21st, 2011 via HootSuite
I am speaking @ graduate student/postdoc seminar @ Courant Inst on Nov 18, 1:00-2:00pm, Warren Weaver Hall 1302. Info: ht.ly/6yyNz 9:00 AM Nov 15th, 2011 via HootSuite
A thorough survey of VC examining relationships between LPs and GPs, returns, public policies and role of VC in economy.... 9:00 AM Nov 15th, 2011 via HootSuite
Ken Jedding speaks about "Tools for a Successful Career: What Are the Nonmathematical Skill Sets Needed?" in room 109 at Courant on... 7:25 AM Oct 14th, 2011 via HootSuite
Ken Jedding speaks about "Tools for a Successful Career" in room 109 @ Courant on Oct. 17, 5:30PM. Open to everyone! ht.ly/6T43E 2:18 PM Oct 10th, 2011 via HootSuite
Nice Nomura report on correlation and fund flows (quant vs. fundamental core equity) worth a read, ht.ly/6T3x4 2:10 PM Oct 10th, 2011 via HootSuite
An article on job loss during great recession. Author investigates incidence and consequences of job loss from 1981-2009. http://ht.ly/6KUEA 9:45 AM Oct 10th, 2011 via HootSuite
CoVaR the value at risk of the financial system conditional on institutions being under distress http://ht.ly/6SoMX 9:00 AM Oct 10th, 2011 via HootSuite
New connectedness measures for financial asset returns built from variance decompositions 8:00 AM Oct 10th, 2011 via HootSuite

Name Petter Kolm
Location New York City, USA
Web http://www.cims.n...
Bio Director of the Mathematics in Finance MS program, Courant Institute, NYU; Financial Consultant; Author; Lecturer; Quant and Algorithmic Trading