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Gastineau, Gary L. [Author]; Kritzman, Mark [Author]

The dictionary of financial risk management

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New York: Fabozzi, 1996
Foucault, Michel [Author] ; Kritzman, Lawrence D. [Editor]; Sheridan, Alan [Translator]; Sheridan, Alan [Other]

Politics, philosophy, culture : interviews and other writings 1977 - 1984 - [Paperback, l. publ. 1988]

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New York, NY [u.a.]: Routledge, 1990
Estrada, Javier [Author] ; Kritzman, Mark [Other]

Evaluating Retirement Strategies : A Utility-Based Approach

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[S.l.]: SSRN, [2018]
Estrada, Javier [Author] ; Kritzman, Mark [Other]

Toward Determining the Optimal Investment Strategy for Retirement

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[S.l.]: SSRN, [2019]
Adler, Timothy [Author] ; Kritzman, Mark [Other]

Mean-Variance Versus Full-Scale Optimization : In and Out of Sample

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[S.l.]: SSRN, [2006]
Kritzman, Mark [Author] ; Li, Yuanzhen [Other]; Page, Sebastien [Other]; Rigobon, Roberto [Other]

Principal Components as a Measure of Systemic Risk

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[S.l.]: SSRN, [2019]
Kritzman, Mark [Author]

Risk disparity - [This version: April 30, 2013]

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Cambridge, Mass.: MIT Sloan School of Management, 2013

Published in: Alfred P. Sloan School of Management: Sloan working papers ; 5001
Kritzman, Mark [Author] ; Myrgren, Simon [Other]; Page, Sebastien [Other]

Portfolio Rebalancing : A Test of the Markowitz-Van Dijk Heuristic

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[S.l.]: SSRN, [2007]

Published in: MIT Sloan Research Paper ; No. 4641-07
Cosio, Rose [Author] ; Estrada, Javier [Other]; Kritzman, Mark [Other]

New Frontiers in Portfolio Management

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[S.l.]: SSRN, [2016]
Estrada, Javier [Author] ; Kritzman, Mark [Other]; Page, Sebastien [Other]

Countries Versus Industries in Emerging Markets : A Normative Portfolio Approach

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[S.l.]: SSRN, [2004]
Estrada, Javier [Author] ; Kritzman, Mark [Other]; Page, Sebastien [Other]

Countries Versus Industries in Emerging Markets : A Normative Portfolio Approach

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[S.l.]: SSRN, [2004]
Cremers, Jan-Hein [Author] ; Kritzman, Mark [Other]; Page, Sebastien [Other]

Optimal Hedge Fund Allocations : Do Higher Moments Matter?

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[S.l.]: SSRN, [2004]
Estrada, Javier [Author] ; Kritzman, Mark [Other]; Page, Sebastien [Other]; Myrgren, Simon [Other]

Countries Versus Industries in Europe : A Normative Portfolio Approach

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[S.l.]: SSRN, [2005]
Kinlaw, William B. [Author]; Kritzman, Mark [Author]; Turkington, David [Author]

Co-Occurrence : A New Perspective on Portfolio Diversification

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[S.l.]: SSRN, [2023]

Published in: MIT Sloan Research Paper ; No. 6892-23
Kritzman, Mark [Author]; Kulasekaran, Cel [Author]; Turkington, David [Author]

Portfolio Construction When Regimes are Ambiguous

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[S.l.]: SSRN, [2023]

Published in: MIT Sloan Research Paper ; No. 6845-23
Czasonis, Megan [Author]; Kritzman, Mark [Author]; Turkington, David [Author]

Event Time

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[S.l.]: SSRN, [2022]

Published in: MIT Sloan Research Paper ; No. 6700-22
Alsweilem, Khalid [Author]; Kritzman, Mark [Author]; Rietveld, Malan [Author]

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

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[S.l.]: SSRN, 2022
Czasonis, Megan [Author]; Kritzman, Mark P. [Author]; Turkington, David [Author]

Prediction revisited : the importance of observation

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Hoboken, New Jersey: Wiley, [2022]
Czasonis, Megan [Author]; Kritzman, Mark [Author]; Turkington, David [Author]

The past as prologue : a new approach to forecasting - [This version: January 20, 2021]

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[Cambridge, MA]: MIT Sloan School of Management, [2021]

Published in: Alfred P. Sloan School of Management: Sloan working papers ; 6166
Czasonis, Megan [Author]; Kritzman, Mark [Author]; Turkington, David [Author]

Relevance

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[S.l.]: SSRN, [2021]

Published in: MIT Sloan Research Paper ; No. 6417-21

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