Mark P. Kritzman

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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. 

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

"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.

"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.

"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.

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