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About Petter
About Petter
Petter joined the Courant Institute of Mathematical Sciences as a Clinical Associate Professor of Mathematics and as the Deputy Director of the Mathematics in Finance M.S. Program in 2007. Since May 2010, he is the director for this program. Previously, he worked in the Quantitative Strategies Group at Goldman Sachs Asset Management. He holds a Ph.D. in Mathematics from Yale University, an M.Phil. in applied mathematics from the Royal Institute of Technology in Stockholm, and an M.S. in Mathematics from ETH Zürich.

Petter coauthored the 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). Financial Modeling of the Equity Markets was among the “Top 10 Technical Books” selected by Financial Engineering News in 2006.

As a consultant and expert witness, he has provided his services in areas such as algorithmic and quantitative trading strategies, econometrics, forecasting models, portfolio construction methodologies incorporating transaction costs, and risk management procedures.

Petter is a member of the editorial boards of the International Journal of Bonds and Currency Derivatives (IJBCD), International Journal of Portfolio Analysis and Management (IJPAM), Journal of Investment Strategies (JOIS), and Journal of Portfolio Management (JPM). He serves on the board of the International Association of Financial Engineers (IAFE).