"Portfolio Construction When Regimes are Ambiguous."

Kritzman, Mark, Cel Kulasekaran, and David Turkington, MIT Sloan Working Paper 6845-23. Cambridge, MA: MIT Sloan School of Management, April 2023. SSRN.

"Relevance-based Prediction: A Transparent and Adaptive Alternative to Machine Learning."

Czasonis, Megan, Mark Kritzman, and David Turkington. The Journal of Financial Data Science Vol. 5, No. 1 (2023): 27-46. SSRN.

"Optimal Multi-Horizon Portfolios with Forward-Looking Expectations and Loss Aversion: An Application To Sovereign Wealth Funds."

Alsweilem, Khalid, Mark Kritzman, and Malan Rietveld, MIT Sloan Working Paper 6828-22. Cambridge, MA: MIT Sloan School of Management, September 2022.

"The Determinants of Inflation."

Kinlaw, William, Mark Kritzman, Michael Metcalfe, and David Turkington, MIT Sloan Working Paper 6730-22. Cambridge, MA: MIT Sloan School of Management, June 2022.

"Event Time."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 6700-22. Cambridge, MA: MIT Sloan School of Management, May 2022. Download Paper.

"History, Shocks and Drifts: A New Approach to Portfolio Formation."

Kritzman, Mark and David Turkington, MIT Sloan Working Paper 6416-21. Cambridge, MA: MIT Sloan School of Management, May 2021. Download Paper.