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Kritzman, Mark
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17
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7
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6
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4
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4
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ECONIS (ZBW)
47
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1
The determinants of inflation
Kinlaw, William
;
Kritzman, Mark
;
Metcalfe, Michael
; …
- In:
Journal of investment management : JOIM
21
(
2023
)
3
,
pp. 29-41
Persistent link: https://www.econbiz.de/10014390436
Saved in:
2
Relevance-based prediction : a transparent and adaptive alternative to machine learning
Czasonis, Megan
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of financial data science
5
(
2023
)
1
,
pp. 27-46
Persistent link: https://www.econbiz.de/10014232790
Saved in:
3
Event time
Czasonis, Megan
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 81-92
Persistent link: https://www.econbiz.de/10014308072
Saved in:
4
Relevance
Czasonis, Megan
;
Kritzman, Mark
;
Turkington, David
- In:
Journal of investment management : JOIM
20
(
2022
)
1
,
pp. 37-47
Persistent link: https://www.econbiz.de/10013173470
Saved in:
5
The role of cryptocurrencies in investor portfolios
Czasonis, Megan
;
Kritzman, Mark
;
Pamir, Baykan
; …
- In:
The journal of alternative investments : JAI
24
(
2022
)
4
,
pp. 18-32
Persistent link: https://www.econbiz.de/10013350315
Saved in:
6
A new index of the business cycle
Kinlaw, William
;
Kritzman, Mark
;
Turkington, David
- In:
Journal of investment management : JOIM
19
(
2021
)
3
,
pp. 4-19
Persistent link: https://www.econbiz.de/10013040988
Saved in:
7
Private equity and the leverage myth
Czasonis, Megan
;
Kinlaw, William
;
Kritzman, Mark
; …
- In:
The journal of alternative investments : JAI
23
(
2021
)
3
,
pp. 21-31
Persistent link: https://www.econbiz.de/10012423011
Saved in:
8
The stock-bond correlation
Czasonis, Megan
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : JPM
47
(
2021
)
3
,
pp. 67-76
Persistent link: https://www.econbiz.de/10012423060
Saved in:
9
Portfolio choice with path-dependent scenarios
Kritzman, Mark
;
Li, Ding
;
Qiu, Grace
;
Turkington, David
- In:
Financial analysts journal : FAJ
77
(
2021
)
1
,
pp. 90-100
Persistent link: https://www.econbiz.de/10012424371
Saved in:
10
Optimal currency hedging : horizon matters
Arruda, Nelson
;
Bergeron, Alain
;
Kritzman, Mark
- In:
The journal of alternative investments : JAI
23
(
2021
)
4
,
pp. 122-130
Persistent link: https://www.econbiz.de/10012503291
Saved in:
11
The role of factors in asset allocation
Kritzman, Mark
- In:
The journal of portfolio management : JPM
47
(
2021
)
5
,
pp. 58-64
Persistent link: https://www.econbiz.de/10012503365
Saved in:
12
The myth of diversification reconsidered
Kinlaw, William
;
Kritzman, Mark
;
Page, Sébastien
; …
- In:
The journal of portfolio management : JPM
47
(
2021
)
8
,
pp. 124-137
Persistent link: https://www.econbiz.de/10012613448
Saved in:
13
A personal tribute to Professor Harry Markowitz on the occasion of the JOIM special achievement award
Fong, H. Gifford
;
Das, Sanjiv R.
;
Leibowitz, Martin L.
; …
- In:
Journal of investment management : JOIM
18
(
2020
)
4
,
pp. 6-13
Persistent link: https://www.econbiz.de/10012589176
Saved in:
14
Private equity valuations and public equity performance
Czasonis, Megan
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of alternative investments
22
(
2019
)
1
,
pp. 8-19
Persistent link: https://www.econbiz.de/10012106874
Saved in:
15
Crowded trades : implications for sector rotation and factor timing
Kinlaw, William
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : a publication of …
45
(
2019
)
5
,
pp. 46-57
Persistent link: https://www.econbiz.de/10012116074
Saved in:
16
Asset allocation and factor investing : an integrated approach
Bergeron, Alain
;
Kritzman, Mark
;
Sivitsky, Gleb
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
4
,
pp. 32-38
Persistent link: https://www.econbiz.de/10011878269
Saved in:
17
An interview with Nobel laureate Robert C. Merton
Merton, Robert C.
(
interviewee
);
Kritzman, Mark
(
interviewer
)
- In:
Financial analysts' journal : FAJ
74
(
2018
)
1
,
pp. 12-20
Persistent link: https://www.econbiz.de/10011879180
Saved in:
18
A comparative analysis of performance fees
Czasonis, Megan
;
Kritzman, Mark
;
Pamir, Baykan
; …
- In:
The journal of portfolio management : a publication of …
44
(
2018
)
7
,
pp. 75-84
Persistent link: https://www.econbiz.de/10012260381
Saved in:
19
An interview with Nobel laureate Harry M. Markowitz
Markowitz, Harry
(
interviewee
);
Kritzman, Mark
(
interviewer
)
- In:
Financial analysts' journal : FAJ
73
(
2017
)
4
,
pp. 16-21
Persistent link: https://www.econbiz.de/10011879070
Saved in:
20
Facts about factors
Cocoma, Paula
;
Czasonis, Megan
;
Kritzman, Mark
; …
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
5
,
pp. 55-65
Persistent link: https://www.econbiz.de/10011686348
Saved in:
21
The state of research in finance
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
43
(
2017
)
4
,
pp. 1-4
Persistent link: https://www.econbiz.de/10011805194
Saved in:
22
A practitioner's guide to market microstructure invariance
Kyle, Albert S.
;
Obižaeva, Anna
;
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
43
(
2016
)
1
,
pp. 43-53
Persistent link: https://www.econbiz.de/10011686160
Saved in:
23
Stability-adjusted portfolios
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : a publication of …
42
(
2016
)
5
,
pp. 113-122
Persistent link: https://www.econbiz.de/10011686781
Saved in:
24
The divergence of high- and low-frequency estimation : implications for performance measurement
Kinlaw, Will
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : a publication of …
41
(
2015
)
3
,
pp. 14-21
Persistent link: https://www.econbiz.de/10011294174
Saved in:
25
The components of private equity performance : implications for portfolio choice
Kinlaw, Will
;
Kritzman, Mark
;
Mao, Jason
- In:
The journal of alternative investments
18
(
2015/16
)
2
,
pp. 25-38
Persistent link: https://www.econbiz.de/10011383742
Saved in:
26
Alternative currency hedging strategies with known covariances
Chen, Wei
;
Kritzman, Mark
;
Turkington, David
- In:
Journal of investment management : JOIM
13
(
2015
)
2
,
pp. 6-24
Persistent link: https://www.econbiz.de/10011635273
Saved in:
27
What practitioners need to know ... about time diversification
Kritzman, Mark
- In:
Financial analysts' journal : FAJ
71
(
2015
)
1
,
pp. 29-34
Persistent link: https://www.econbiz.de/10010528722
Saved in:
28
The divergence of high- and low-frequency estimation : causes and consequences
Kinlaw, William
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : a publication of …
40
(
2014
),
pp. 156-168
Persistent link: https://www.econbiz.de/10011509828
Saved in:
29
Liquidity and portfolio choice : a unified approach
Kinlaw, Will
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : a publication of …
39
(
2013
)
2
,
pp. 19-27
Persistent link: https://www.econbiz.de/10009708226
Saved in:
30
Risk disparity
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
40
(
2013
)
1
,
pp. 40-48
Persistent link: https://www.econbiz.de/10010246285
Saved in:
31
Toward determining systemic importance
Kinlaw, Will
;
Kritzman, Mark
;
Turkington, David
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
4
,
pp. 100-111
Persistent link: https://www.econbiz.de/10009670251
Saved in:
32
Two things about performance fees
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
38
(
2012
)
2
,
pp. 4-5
Persistent link: https://www.econbiz.de/10009669753
Saved in:
33
The most successful theory of economics
Kritzman, Mark
- In:
The journal of derivatives : the official publication …
20
(
2012
)
1
,
pp. 10
Persistent link: https://www.econbiz.de/10009671721
Saved in:
34
Regime shifts : implications for dynamic strategies
Kritzman, Mark
;
Page, Sébastien
;
Turkington, David
- In:
Financial analysts' journal : FAJ
68
(
2012
)
3
,
pp. 22-39
Persistent link: https://www.econbiz.de/10009680635
Saved in:
35
Principal components as a measure of systemic risk
Kritzman, Mark
;
Li, Yuanzhen
;
Page, Sébastien
; …
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
4
,
pp. 112-126
Persistent link: https://www.econbiz.de/10009273877
Saved in:
36
The graceful aging of mean-variance optimization
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
37
(
2010/11
)
2
,
pp. 3-5
Persistent link: https://www.econbiz.de/10009520334
Saved in:
37
Skulls, financial turbulence, and risk management
Kritzman, Mark
;
Li, Yuanzhen
- In:
Financial analysts' journal : FAJ
66
(
2010
)
5
,
pp. 30-41
Persistent link: https://www.econbiz.de/10008668613
Saved in:
38
Liquidity options
Golts, Maxim
;
Kritzman, Mark
- In:
The journal of derivatives : the official publication …
18
(
2010
)
1
,
pp. 80-89
Persistent link: https://www.econbiz.de/10008655516
Saved in:
39
The future of finance
Kritzman, Mark
- In:
Journal of investment management : JOIM
8
(
2010
)
2
,
pp. 64-68
Persistent link: https://www.econbiz.de/10003986659
Saved in:
40
In defense of optimization: the fallacy of 1/N
Kritzman, Mark
;
Page, Sébastien
;
Turkington, David
- In:
Financial analysts' journal : FAJ
66
(
2010
)
2
,
pp. 31-39
Persistent link: https://www.econbiz.de/10003967805
Saved in:
41
Optimal currency hedging in- and out-of-sample
Kinlaw, Will
;
Kritzman, Mark
- In:
The journal of asset management
10
(
2009/10
)
1
,
pp. 22-36
Persistent link: https://www.econbiz.de/10003853604
Saved in:
42
The myth of diversification
Chua, David B.
;
Kritzman, Mark
;
Page, Sébastien
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
1
,
pp. 26-35
Persistent link: https://www.econbiz.de/10003909563
Saved in:
43
Optimal rebalancing : a scalable solution
Kritzman, Mark
;
Myrgren, Simon
;
Page, Sébastien
- In:
Journal of investment management : JOIM
7
(
2009
)
1
,
pp. 9-19
Persistent link: https://www.econbiz.de/10003845497
Saved in:
44
Market integration in developed and emerging markets : evidence from the CAPM
Bruner, Robert F.
;
Li, Wei
;
Kritzman, Mark
;
Myrgren, Simon
- In:
Emerging markets review
9
(
2008
)
2
,
pp. 89-103
Persistent link: https://www.econbiz.de/10003723962
Saved in:
45
The cost of socially responsible investing
Adler, Timothy
;
Kritzman, Mark
- In:
The journal of portfolio management : a publication of …
35
(
2008/09
)
1
,
pp. 52-56
Persistent link: https://www.econbiz.de/10003780571
Saved in:
46
Risk, regimes, and overconfidence
Kritzman, Mark
;
Lowry, Kenneth
;
Royen, Anne-Sophie van
- In:
The journal of derivatives : the official publication …
8
(
2001
)
3
,
pp. 32-42
Persistent link: https://www.econbiz.de/10001581195
Saved in:
47
Risk containment for investors with multivariate utility functions
Kritzman, Mark
- In:
The journal of derivatives : the official publication …
5
(
1998
)
3
,
pp. 28-44
Persistent link: https://www.econbiz.de/10001242386
Saved in:
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