Petter Kolm, Director of the Mathematics in Finance Master’s Program and Clinical Professor, Courant Institute of Mathematical Sciences, New York University
Petter
Kolm
is
the
Director
of
the
Mathematics
in
Finance
Master’s
Program
and
Clinical
Professor
at
the
Courant
Institute
of
Mathematical
Sciences,
New
York
University
and
the
Principal
of
the
Heimdall
Group,
LLC.
Previously,
Petter
worked
in
the
Quantitative
Strategies
Group
at
Goldman
Sachs
Asset
Management
where
his
responsibilities
included
researching
and
developing
new
quantitative
investment
strategies
for
the
group's
hedge
fund.
Petter
has
coauthored
four
books:
Financial
Modeling
of
the
Equity
Market:
From
CAPM
to
Cointegration
(Wiley,
2006),
Trends
in
Quantitative
Finance
(CFA
Research
Institute,
2006),
Robust
Portfolio
Management
and
Optimization
(Wiley,
2007),
and
Quantitative
Equity
Investing:
Techniques
and
Strategies
(Wiley,
2010).
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
is
a
member
of
the
editorial
boards
of
the
International
Journal
of
Portfolio
Analysis
and
Management
(IJPAM),
Journal
of
Financial
Data
Science
(JFDS),
Journal
of
Investment
Strategies
(JoIS),
Journal
of
Machine
Learning
in
Finance
(JMLF)
and
Journal
of
Portfolio
Management
(JPM).
He
is
an
Advisory
Board
Member
of
Betterment
(one
of
the
largest
robo-advisors)
and
Alternative
Data
Group
(ADG).
Petter
is
also
on
the
Board
of
Directors
of
the
International
Association
for
Quantitative
Finance
(IAQF)
and
Scientific
Advisory
Board
Member
of
Artificial
Intelligence
Finance
Institute
(AIFI).
As
a
consultant
and
expert
witness,
Petter
has
provided
his
services
in
areas
including
alternative
data,
data
science,
econometrics,
forecasting
models,
high
frequency
trading,
machine
learning,
portfolio
optimization
w/
transaction
costs
and
taxes,
quantitative
and
systematic
trading,
risk
management,
robo-advisory
and
investing,
smart
beta
strategies,
transaction
costs,
and
tax-aware
investing.