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Petter N. Kolm, Ph.D. - Publications

Affiliations: 
2000 Yale University, New Haven, CT 
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4 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2006 Fabozzi FJ, Focardi SM, Kolm PN. Incorporating Trading Strategies in the Black‐Litterman Framework Journal of Trading. 1: 28-37. DOI: 10.3905/Jot.2006.628192  0.371
2004 Focardi SM, Kolm PN, Fabozzi FJ. New kids on the block Journal of Portfolio Management. 30: 42-54+10. DOI: 10.3905/Jpm.2004.442620  0.378
2003 Kolm P, Jiang S, Rokhlin V. Quadruple and octuple layer potentials in two dimensions I: Analytical apparatus Applied and Computational Harmonic Analysis. 14: 47-74. DOI: 10.1016/S1063-5203(03)00004-6  0.452
2001 Kolm P, Rokhlin V. Numerical quadratures for singular and hypersingular integrals Computers and Mathematics With Applications. 41: 327-352. DOI: 10.1016/S0898-1221(00)00277-7  0.451
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