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Kritzman, Mark
 SSRN Author Rank: 6,018 by Downloads
 

Massachusetts Institute of Technology (MIT) - Sloan School of Management


 77 Massachusetts Ave.
 E62-369
 Cambridge, MA 02142
 United States
 email address

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. Kritzman, Mark's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,611		 Total
Citations
11
Authors Date Downloads
 (Rank) 		Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Principal Components as a Measure of Systemic Risk | Show Abstract | Download |
MIT Sloan Research Paper No. 4785-10
Working Paper Series
Kritzman, Mark
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Li, Yuanzhen
Windham Capital Management
Page, Sebastien
State Street Associates
Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
02 Jul 10
1,162
(7,209) 		6
2.  
Mean-Variance versus Full-Scale Optimization: In and Out of Sample | Show Abstract | Download |
MIT Sloan Research Paper No. 4589-05
Accepted Paper Series
Adler, Timothy
Windham Capital Management
Kritzman, Mark
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
16 Feb 06
1,094
(7,995) 		5
3.  
Portfolio Rebalancing: A Test of the Markowitz-Van Dijk Heuristic | Show Abstract | Download |
MIT Sloan Research Paper No. 4641-07
Working Paper Series
Kritzman, Mark
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Myrgren, Simon
State Street Associates
Page, Sebastien
State Street Associates
Posted:
31 Mar 07
994
(9,354) 		 
4.  
Liquidity and Portfolio Choice: A Unified Approach | Show Abstract | Download |
MIT Sloan Research Paper No. 4959-12
Working Paper Series
Kinlaw, William B.
State Street Global Markets
Kritzman, Mark
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Turkington, David
State Street Global Markets
Posted:
24 Feb 12
Last Revised:
05 Dec 12
309
(46,507) 		 
5.  
Risk Disparity | Show Abstract | Download |
MIT Sloan Research Paper No. 5001-13
Working Paper Series
Kritzman, Mark
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
01 May 13
52
(198,542) 		 

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