"Optimal Currency Hedging: Horizon Matters."

Arruda, Nelson, Alain Bergeron, and Mark Kritzman, MIT Sloan Working Paper 5810-19. Cambridge, MA: MIT Sloan School of Management, June 2019.

"Enhanced Scenario Analysis."

Czasonis, Megan, Mark Kritzman, Baykan Pamir, and David Turkington, MIT Sloan Working Paper 5774-19. Cambridge, MA: MIT Sloan School of Management, May 2019.

"Crowded Trades: Implications for Sector Rotation and Factor Timing."

Kinlaw, William, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 5404-18. Cambridge, MA: MIT Sloan School of Management, September 2018.

"A Comparative Analysis of Performance Fees."

Czasonis, Megan, Mark Kritzman, Baykan Pamir, and David Turkington, MIT Sloan Working Paper 5260-18. Cambridge, MA: MIT Sloan School of Management, January 2018.

"Private Equity Valuations And Public Equity Performance."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 5237-17. Cambridge, MA: MIT Sloan School of Management, September 2017.

"Advances in Factor Replication."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 5174-16. Cambridge, MA: MIT Sloan School of Management, August 2016.