P. Kolm
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Person:1751674
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Deep order flow imbalance: Extracting alpha at multiple horizons from the limit order book Mathematical Finance | 2024-01-31 | Paper |
| On the Bayesian interpretation of Black-Litterman European Journal of Operational Research | 2018-05-25 | Paper |
| 60 years of portfolio optimization: practical challenges and current trends European Journal of Operational Research | 2015-02-03 | Paper |
| Hidden noise structure and random matrix models of stock correlations Quantitative Finance | 2014-01-17 | Paper |
| Quadruple and octuple layer potentials in two dimensions. I: Analytical apparatus. Applied and Computational Harmonic Analysis | 2003-05-27 | Paper |
| Numerical quadratures for singular and hypersingular integrals Computers & Mathematics with Applications | 2001-11-12 | Paper |
Research outcomes over time
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