Petter Kolm

Petter Kolm - NYU Courant Institute

Petter Kolm is the Director of the Mathematics in Finance Master’s Program and Clinical Full Professor at the Courant Institute of Mathematical Sciences, New York University and Partner at Previously, Petter worked at Goldman Sachs Asset Management where his responsibilities included researching and developing new quantitative investment strategies. Petter has coauthored many articles and books on quantitative finance and financial data science and financial data science, serves on several editorial boards for academic journals, professional associations, and company advisory boards. He holds a Ph.D. in Mathematics from Yale, an M.Phil. in Applied Mathematics from the Royal Institute of Technology, and an M.S. in Mathematics from ETH Zurich. Petter’s work and research interests include alternative data, data science, econometrics, forecasting models, high frequency trading, machine learning, portfolio optimization with transaction costs and taxes, quantitative and systematic trading, risk management, robo-advisory and investing, smart beta strategies, transaction costs, and tax-aware investing.

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