Mark P. Kritzman

Faculty

Mark P. Kritzman

About

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. 

Honors

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

Publications

"Crowded Trades: Implications for Sector Rotation and Factor Timing."

Kinlaw, William, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 5404-18. Cambridge, MA: MIT Sloan School of Management, September 2018.

"A Comparative Analysis of Performance Fees."

Czasonis, Megan, Mark Kritzman, Baykan Pamir, and David Turkington, MIT Sloan Working Paper 5260-18. Cambridge, MA: MIT Sloan School of Management, January 2018.

"Private Equity Valuations And Public Equity Performance."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 5237-17. Cambridge, MA: MIT Sloan School of Management, September 2017.

"Advances in Factor Replication."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 5174-16. Cambridge, MA: MIT Sloan School of Management, August 2016.

"Facts About Factors."

Paula Cocoma, Megan Czasonis, Mark Kritzman, David Turkington, MIT Sloan Working Paper 5128-15. Cambridge, MA: MIT Sloan School of Management, April 2015.

"Risk Disparity."

Kritzman, Mark, MIT Sloan Working Paper 5001-13. Cambridge, MA: MIT Sloan School of Management, 2013.

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