About Windham Labs

Windham Labs, a division of Windham Capital Management, LLC, is a global leader in investment technology and research. Investors worldwide rely on Windham’s accessible service, sophisticated products, and comprehensive solutions.

We offer a suite of sophisticated portfolio construction and risk management products that embody the many innovations Windham has brought to the investment industry, including: mean-variance-tracking error optimization, within-horizon risk measurement, full-scale optimization, and regime-dependent portfolio construction. Windham’s research has been recognized with three Graham Dodd awards, the Research Prize from the Institute of Quantitative Research, and nine Bernstein-Fabozzi/Jacobs-Levy awards.


Our Mission

At Windham Labs, our mission is to deliver innovative investment technology and research that impacts the way the world’s most sophisticated investors manage assets. We seek to challenge conventional thinking, formulate new ideas, and provide access to the latest innovations in financial theory and practice. We work closely with our clients to provide a complete service relationship which includes support from Windham’s client servicing team and exclusive access to our acclaimed independent research.

Mark Kritzman

Mark Kritzman
Chief Executive Officer

The firm was founded in 1988 by Mark, who teaches graduate level financial engineering at the Massachusetts Institute of Technology and is the author of seven books including A Practitioner’s Guide to Asset Allocation, Puzzles of Finance, and the Portable Financial Analyst.

Mark is also the Founding Partner of State Street Associates, served as a Founding Director of the International Securities Exchange, and is a member of several advisory and editorial boards, including the MIT Sloan Finance Group, the Tobin School of Business, the Emerging Markets Review, the Financial Analysts Journal, the Journal of Alternative Investments, the Journal of Derivatives, and the Journal of Investment Management.

Our Clients

For the last 30 years, Windham Labs has led the industry in providing innovative technology and research to sophisticated investors. Using the robust capabilities of our software tools, our diverse breadth of clients have been able to construct efficient portfolios that meet their own clients unique set of needs. Registered investment advisors, single-and-multi family offices, banks, endowments and foundations, sovereign funds, and investment managers use Windham's solutions to build and manage portfolios with confidence.