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

"Portfolio Choice with Path-Dependent Preferences."

MIT Sloan Working Paper 6113-20. Cambridge, MA: MIT Sloan School of Management, May 2020.

"The Stock-Bond Correlation."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 6108-20. Cambridge, MA: MIT Sloan School of Management, April 2020.

"Private Equity and the Leverage Myth."

Czasonis, Megan, William Kinlaw, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 5912-20. Cambridge, MA: MIT Sloan School of Management, February 2020.

"A New Index of the Business Cycle."

Kinlaw, William, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 5908-20. Cambridge, MA: MIT Sloan School of Management, January 2020.

"Partial Sample Regressions."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 5894-19. Cambridge, MA: MIT Sloan School of Management, November 2019.

"Optimal Currency Hedging: Horizon Matters."

Arruda, Nelson, Alain Bergeron, and Mark Kritzman, MIT Sloan Working Paper 5810-19. Cambridge, MA: MIT Sloan School of Management, June 2019.

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