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Petter Kolm

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140
Date
2022/07/04
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https://media-exp2.licdn.com/dms/image/sync/C4E27AQF8vAwatGEDuQ/articleshare-shrink_1280_800/0/1656854946577?e=1657573200&v=beta&t=8RQ-ZJWsbfDM0WXfOl9bkXeyvAmIScarsqijkd_Z27A
ML Score
4
Job
Courant Institute of Mathematical Sciences | Clinical Full Professor of Mathematics
Content
Portfolio FactoryI am happy to share that my recent paper on building a scalable investment process has been selected as lead article in the new Journal of Portoliomanagement. The paper mathematically shows the equivalence between tracking error minimization (once the benchmark has been correctly specified) and active alpha optimization using implied returns. This helps to integrate scalability into standard software widely used within portfolio management. #portfoliofactory #optimization #investmentprocess #transfercoefficient #impliedalpha #CIO #assetmanagement
Property
Integromat
Link
https://www.linkedin.com/feed/update/urn:li:activity:6949733646580822016
Comments
9
Type
this
Profile
https://www.linkedin.com/in/petterkolm/
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