Concepedia

Author

Mark Kritzman

State Street (United States)ORCID

Also Known As

M Kritzman, Mark Kritzman, Mark P. Kritzman

223

Publications

3.6K

Citations

31

H-Index

159

Concepts

All Affiliations

State Street (United States)Capital HealthWind Power Engineering (Japan)Massachusetts Institute of TechnologyBoston Partners in Education
MK

About

Mark Kritzman is an author at State Street (United States) specializing in finance, business, and management.

Top Concepts

#ConceptH-IndexPublicationsCitations

1

Business

21

30

1.8K

2

Engineering

7

7

350

3

Education

3

3

82

4

Arts

1

1

61

5

Humanities

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31

Mark Kritzman

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50

Publications

2.9K

Citations

29

H-Index

YearCitations

Principal Components as a Measure of Systemic Risk

Mark Kritzman, Li Yuanzhen, Sébastien Page,

The Journal of Portfolio Management

2011

297

Skulls, Financial Turbulence, and Risk Management

Mark Kritzman, Li Yuanzhen

Financial Analysts Journal

2010

210

In Defense of Optimization: The Fallacy of 1/<i>N</i>

Mark Kritzman, Sébastien Page, David Turkington

Financial Analysts Journal

2010

162

The Cost of Socially Responsible Investing

Timothy Adler, Mark Kritzman

The Journal of Portfolio Management

2008

145

Optimal Portfolios in Good Times and Bad

George K. Chow, Éric Jacquier, Mark Kritzman,

Financial Analysts Journal

1999

139

Principal Components as a Measure of Systemic Risk

Mark Kritzman, Yuanzhen Li, Sébastien Page,

SSRN Electronic Journal

2010

128

Regime Shifts: Implications for Dynamic Strategies (corrected)

Mark Kritzman, Sébastien Page, David Turkington

Financial Analysts Journal

2012

116

Optimal Hedge Fund Allocations

Jan-Hein Cremers, Mark Kritzman, Sébastien Page

The Journal of Portfolio Management

2005

101

TIPP

Tony Estep, Mark Kritzman

The Journal of Portfolio Management

1988

84

The Myth of Diversification

David B. Chua, Mark Kritzman, Sébastien Page

The Journal of Portfolio Management

2009

84

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