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Petter N. Kolm

Petter N. Kolm, Swedish investment advisor, mathematician. Grantee research fellowship, Yale University, 1997—2000, research, Defense Advanced Research Projects Agency/Air Force Office of Scientific Research. Member of New York Academy of Sciences, American Mathematics Society, American Finance Association, Society Applied and Industrial Mathematics Sigma Xi.

Background

  • Kolm, Petter N. was born on July 5, 1967 in Stockholm, Sweden. Arrived in the United States, 97. Son of Ake Nils and Gunilla Märta Kolm.

  • Education

    • Diploma Mathematics Eidgenössische Technische Hochschule Zurich, Switzerland, 1996. Master of Philosophy, Royal Institute of Technology, Stockholm, 1999. Master of Philosophy, Yale University, New Haven, 1999.

      Doctor of Philosophy, Yale University, New Haven, 2000.

    Career

    • Research scientist Royal Institute of Technology, Stockholm, 1996—1997, Yale University, New Haven, 1997—2000. Associate Goldman Sachs & Company, New York City, 2000—2004. Independent finance consultant, since 2005.

    Works

    • Author: (book) Financial Modeling of the Equity Markets: CAPM to Cointegration, 2005, 2006. Author: (with Sergio Focardi and Frank Fabrozzi) Trends in Quantitative Finance. Author: (with Frank Fabozzi, Sergio Focardi and Dessislavea Pachamano) Robust Portfolio Management and Optimization.

      Contributor chapters to books, articles to professional journals.

    Membership

    Member of New York Academy of Sciences, American Mathematics Society, American Finance Association, Society Applied and Industrial Mathematics Sigma Xi.

    Connections

    • Married Carmen Manoyan Kolm, September 21, 2002.
    • father: Ake Nils
    • mother: Gunilla Mu00e4rta Kolm
    • spouse: Carmen Manoyan Kolm
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    Born July 5, 1967
    (age 50)
    • 1996
      Eidgenössische Technische Hochschule Zurich
    • 1999
      Royal Institute of Technology
    • 1999
      Yale University
    • 2004
      associate, Goldman Sachs & Company
    • 1996 - 1997
      Research scientist, Royal Institute of Technology
      Stockholm, Stockholms Lan, Sweden
    • 1997
      Research scientist, Royal Institute of Technology
      New Haven, Connecticut, United States
    • 2005
      independent finance consultant