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Mark P. Kritzman · Study
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Author
Mark P. Kritzman
33 works
· latest 2019
· 2 institutions
cluster: provisional
ORCID 0000-0002-7816-8861
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32
Citations
2,562
Works here
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Most cited in this library
Principal Components as a Measure of Systemic Risk
2011 · 301 citations
Skulls, Financial Turbulence, and Risk Management
2010 · 212 citations
In Defense of Optimization: The Fallacy of 1/ N
2010 · 171 citations
The Cost of Socially Responsible Investing
2008 · 145 citations
Optimal Portfolios in Good Times and Bad
1999 · 134 citations
Works
33 shown
Private Equity Valuations and Public Equity Performance
The Journal of Alternative Investments
·
2019
·
3 authors
·
Open access
21
citations
Toward Determining the Optimal Investment Strategy for Retirement
The Journal of Retirement
·
2018
·
2 authors
·
Open access
19
citations
What practitioners need to know . . . About time diversification
Financial Analysts Journal
·
2015
·
1 author
23
citations
Liquidity and Portfolio Choice: A Unified Approach
The Journal of Portfolio Management
·
2013
·
3 authors
30
citations
Toward Determining Systemic Importance
The Journal of Portfolio Management
·
2012
·
3 authors
·
Open access
25
citations
Regime Shifts: Implications for Dynamic Strategies
SSRN Electronic Journal
·
2012
·
3 authors
·
preprint
·
Open access
66
citations
Regime Shifts: Implications for Dynamic Strategies (corrected)
Financial Analysts Journal
·
2012
·
3 authors
124
citations
Principal Components as a Measure of Systemic Risk
SSRN Electronic Journal
·
2012
·
4 authors
·
preprint
·
Open access
127
citations
Principal Components as a Measure of Systemic Risk
The Journal of Portfolio Management
·
2011
·
4 authors
301
citations
Skulls, Financial Turbulence, and Risk Management
Financial Analysts Journal
·
2010
·
2 authors
·
Open access
212
citations
In Defense of Optimization: The Fallacy of 1/ N
Financial Analysts Journal
·
2010
·
3 authors
·
Open access
171
citations
Principal Components as a Measure of Systemic Risk
SSRN Electronic Journal
·
2010
·
4 authors
·
preprint
·
Open access
46
citations
The Myth of Diversification
The Journal of Portfolio Management
·
2009
·
3 authors
84
citations
The Cost of Socially Responsible Investing
The Journal of Portfolio Management
·
2008
·
2 authors
145
citations
Market integration in developed and emerging markets: Evidence from the CAPM
Emerging Markets Review
·
2008
·
5 authors
80
citations
Mean–variance versus full-scale optimisation: In and out of sample
Journal of Asset Management
·
2006
·
2 authors
·
Open access
80
citations
Optimal Hedge Fund Allocations
The Journal of Portfolio Management
·
2005
·
3 authors
97
citations
Optimal Hedge Fund Allocations: Do Higher Moments Matter?
SSRN Electronic Journal
·
2004
·
3 authors
·
preprint
·
Open access
52
citations
The Hierarchy of Investment Choice
The Journal of Portfolio Management
·
2003
·
2 authors
54
citations
Introduction to ‘Valuation in Emerging Markets’
Emerging Markets Review
·
2002
·
5 authors
81
citations
Asset allocation versus security selection: Evidence from global markets
Journal of Asset Management
·
2002
·
2 authors
·
Open access
25
citations
The Mismeasurement of Risk
Financial Analysts Journal
·
2002
·
2 authors
·
Open access
80
citations
Risk, Regimes, and Overconfidence
New York University Salomon Center series on financial markets and institutions
·
2001
·
3 authors
·
chapter
2
citations
Puzzles of Finance: Six Practical Problems and Their Remarkable Solutions
·
2000
·
1 author
66
citations
Optimal Portfolios in Good Times and Bad
Financial Analysts Journal
·
1999
·
3 authors
134
citations
Beware of Dogma
The Journal of Portfolio Management
·
1998
·
2 authors
30
citations
Pension Schemes and Pension Funds in the United Kingdom.
The Journal of Finance
·
1996
·
2 authors
38
citations
What Practitioners Need to Know…About Event Studies
Financial Analysts Journal
·
1994
·
1 author
61
citations
What Practitioners Need to Know . . . About Time Diversification (corrected)
Financial Analysts Journal
·
1994
·
1 author
69
citations
The Optimal Currency Hedging Policy with Biased Forward Rates
The Journal of Portfolio Management
·
1993
·
1 author
49
citations
Serial dependence in, currency returns
The Journal of Portfolio Management
·
1989
·
1 author
31
citations
TIPP
The Journal of Portfolio Management
·
1988
·
2 authors
82
citations
Incentive Fees: Some Problems and Some Solutions
Financial Analysts Journal
·
1987
·
1 author
57
citations