Mark P. Kritzman


Mark P. Kritzman

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Mark P. Kritzman is a Senior Lecturer in Finance at the MIT Sloan School of Management.

Kritzman is also the president and chief executive officer of Windham Capital Management, LLC, and also serves as a senior partner of State Street Associates. He serves on the boards of the Institute for Quantitative Research in Finance and the Investment Fund for Foundations, and on the editorial boards of the Emerging Markets Review, the Financial Analysts Journal, the Journal of Alternative Investments, the Journal of Asset Management, the Journal of Derivatives, and the Journal of Investment Management.  

Kritzman has written numerous articles for academic and professional journals, focusing on investing and risk management. He is the author of six books, including Puzzles of Finance and The Portable Financial Analyst.

Kritzman holds an MBA from New York University and a Chartered Financial Analyst designation. 


Mark Kritzman article honored

Mark Kritzman lauded for outstanding article

Mark Kritzman wins two Bernstein Fabozzi/Jacobs Levy Outstanding Article Awards

Mark Kritzman receives the 2013 Peter L. Bernstein Award


"Co-Occurrence: A New Perspective on Portfolio Diversification."

Kinlaw, William, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 6892-23. Cambridge, MA: MIT Sloan School of Management, May 2023.

"Portfolio Construction When Regimes are Ambiguous."

Kritzman, Mark, Cel Kulasekaran, and David Turkington, MIT Sloan Working Paper 6845-23. Cambridge, MA: MIT Sloan School of Management, April 2023. SSRN.

"Implementation Shortfall: from Concept to Theory."

Kritzman, Mark.

"Mean Variance versus Full Scale Optimization: In and Out of Sample."

Kritzman, Mark.

"Optimal Execution for Portfolio Transitions."

Kritzman, Mark.

"Portfolio Formation with Higher Moments and Plausible Utility."

Kritzman, Mark.

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