Petter N. Kolm

About

Petter N. Kolm is a Clinical Professor of Mathematics and Director of the Mathematics in Finance M.S. Program at NYU Courant. His research interests include data science, econometrics, financial mathematics, machine learning, market making, optimization, portfolio optimization, quantitative and systematic trading, risk management, robo advisory and investing, smart beta strategies, stochastic optimal control, transaction costs, and tax-aware investing.

Education

• Ph.D., Yale University, USA, 2000
• M.Phil. (Tekn. Lic.), Royal Institute of Technology, Sweden, 2000
• M.S. (Diplommathematiker), ETH Zurich, Switzerland, 1994