"Facts About Factors."

Paula Cocoma, Megan Czasonis, Mark Kritzman, David Turkington, MIT Sloan Working Paper 5128-15. Cambridge, MA: MIT Sloan School of Management, April 2015.

"Risk Disparity."

Kritzman, Mark, MIT Sloan Working Paper 5001-13. Cambridge, MA: MIT Sloan School of Management, 2013.

"Which Currency Hedging Strategy Is Best?"

Chen, Wei, Mark Kritzman, David Turkington, MIT Sloan Working Paper 5003-13. Cambridge, MA: MIT Sloan School of Management, 2013.

"Optimal Currency Hedging: In and Out of Sample."

Kritzman, Mark. (2009).

"Optimal Rebalancing: A Scalable Solution."

Kritzman, Mark, Simon Myrgren, and Sebastien Page. Journal Of Investment Management Vol. 7, No. 1 (2009): 9-19.

"Are Optimizers Error Maximizers: Hype versus Reality?"

Kritzman, Mark. (2006).