Kritzman's Corner

Mark Kritzman is a Founding Partner of Windham Labs, Windham Capital Management, State Street Associates, and teaches a graduate course in financial engineering at the Massachusetts Institute of Technology. He has published six books, including The Portable Financial Analyst and Puzzles of Finance, and has received several prestigious awards. His innovative research, extensive publications, and investment acumen make him one of the foremost figures in his field.

Through this section of our website, we aim to deliver insight into the vast research Mark has produced. Kritzman’s Corner will serve as a educational and inspirational resource for those looking to expand their knowledge of quantitative finance.

Financial Turbulence and Risk Management

The majority of investors look to their domestic equity markets as the main engine of growth for their portfolios, and then search for other assets to diversify this exposure. Typically, investors consider only average correlations [...]

January 10th, 2017|

Asset Allocation vs. Security Selection

Asset Allocation versus Security Selection: Evidence from Global Markets Which activity is more important: asset allocation or security selection? The answer could surprise you. A common debate in the investment management field regards [...]

October 18th, 2016|