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Kritzman, Mark


 SSRN Author Rank: 5,720 by Downloads
 

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


 77 Massachusetts Ave.
 E62-416
 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
4,223
Total
Citations
14
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
1,466
(5,682)
8

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
1,185
(8,096)
6

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
1,044
(9,959)
 

4.  
Which Currency Hedging Strategy is Best? | Show Abstract | Download |
MIT Sloan Research Paper No. 5003-13
Working Paper Series
Chen, Wei
State Street Corporate - State Street Associates
Kritzman, Mark
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Turkington, David
State Street Global Markets
Posted:
22 May 13
528
(26,977)
 

5.  
Risk Disparity | Show Abstract |
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
 

6.  
Liquidity and Portfolio Choice: A Unified Approach | Show Abstract |
MIT Sloan Research Paper No. 4959-12
Working Paper Series
Kinlaw, William B.
State Street Global Exchange
Kritzman, Mark
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Turkington, David
State Street Global Markets
Posted:
24 Feb 12
Last Revised:
03 Jan 14
 


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