Mark P. Kritzman

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Mark P. Kritzman

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Mark P. Kritzman is a Senior Lecturer in Finance at the MIT Sloan School of Management.

Kritzman is also the president and chief executive officer of Windham Capital Management, LLC, and also serves as a senior partner of State Street Associates. He serves on the boards of the Institute for Quantitative Research in Finance and the Investment Fund for Foundations, and on the editorial boards of the Emerging Markets Review, the Financial Analysts Journal, the Journal of Alternative Investments, the Journal of Asset Management, the Journal of Derivatives, and the Journal of Investment Management.  

Kritzman has written numerous articles for academic and professional journals, focusing on investing and risk management. He is the author of six books, including Puzzles of Finance and The Portable Financial Analyst.

Kritzman holds an MBA from New York University and a Chartered Financial Analyst designation. 

Honors

JOIM honors Kritzman and Lo

February 20, 2024

Mark Kritzman article honored

February 2, 2016

Mark Kritzman lauded for outstanding article

January 15, 2014

Mark Kritzman receives the 2013 Peter L. Bernstein Award

June 13, 2013

Mark Kritzman wins two Bernstein Fabozzi/Jacobs Levy Outstanding Article Awards

March 15, 2013

Publications

"Relevance-based Importance: A Comprehensive Measure of Variable Importance in Prediction."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 7150-24. Cambridge, MA: MIT Sloan School of Management, December 2024. SSRN.

"A Transparent Alternative to Neural Networks with An Application to Predicting Volatility."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 7149-24. Cambridge, MA: MIT Sloan School of Management, September 2024. SSRN.

"The Virtue of Transparency: How to Maximize the Utility of Data without Overfitting."

Czasonis, Megan, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 7020-24. Cambridge, MA: MIT Sloan School of Management, July 2024. SSRN.

"How to Predict the Performance of NBA Draft Prospects."

Czasonis, Megan, Mark Kritzman, Cel Kulasekaran, and David Turkington, MIT Sloan Working Paper 6955-23. Cambridge, MA: MIT Sloan School of Management, January 2024. SSRN.

"Dynamic Warp Analysis: A New Approach for Detecting and Timing Bubbles."

Kritzman, Mark, Huili Song, and David Turkington, MIT Sloan Working Paper 6960-23. Cambridge, MA: MIT Sloan School of Management, December 2023. SSRN.

"Co-Occurrence: A New Perspective on Portfolio Diversification."

Kinlaw, William, Mark Kritzman, and David Turkington, MIT Sloan Working Paper 6892-23. Cambridge, MA: MIT Sloan School of Management, May 2023.

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