"History, Shocks and Drifts: A New Approach to Portfolio Formation."

Kritzman, Mark and David Turkington, MIT Sloan Working Paper 6416-21. Cambridge, MA: MIT Sloan School of Management, May 2021. Download Paper.

"The Role of Cryptocurrencies in Investor Portfolios."

Czasonis, Megan, Mark Kritzman, Baykan Pamir, and David Turkington, MIT Sloan Working Paper 6418-21. Cambridge, MA: MIT Sloan School of Management, March 2021.

"Relevance."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 6417-21. Cambridge, MA: MIT Sloan School of Management, March 2021. Download Paper.

"The Myth of Diversification Reconsidered."

Kinlaw, William, Mark Kritzman, Sébastien Page, and David Turkington, MIT Sloan Working Paper 6257-21. Cambridge, MA: MIT Sloan School of Management, February 2021.

"The Past as Prologue: A New Approach to Forecasting."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 6166-20. Cambridge, MA: MIT Sloan School of Management, January 2021. Download Paper.

"Severe but Plausible — or Not?"

Gavell, Stefan, Mark Kritzman, and Cel Kulasekaran, MIT Sloan Working Paper 6246-21. Cambridge, MA: MIT Sloan School of Management, January 2021. Download Paper.