World's Best Scientists 2026 revealed!
Mark Kritzman

Mark Kritzman

D-Index & Metrics

Economics and Finance

D-Index
30
Citations
3913
World Ranking
3737
National Ranking
1974

Best Publications

  • Principal Components as a Measure of Systemic Risk

    Mark Kritzman;Yuanzhen Li;Sébastien Page;Roberto Rigobon

  • Skulls, Financial Turbulence, and Risk Management

    Mark Kritzman;Yuanzhen Li

  • Optimal Portfolios in Good Times and Bad

    George Chow;Eric Jacquier;Mark Kritzman;Kenneth Lowry

  • The Cost of Socially Responsible Investing

    Timothy Adler;Mark Kritzman

  • In Defense of Optimization: The Fallacy of 1/<i>N</i>

    Unknown

  • Introduction to 'Valuation in Emerging Markets'

    Robert F. Bruner;Robert M. Conroy;Javier Estrada;Mark Kritzman

  • Regime Shifts: Implications for Dynamic Strategies (corrected)

    Mark Kritzman;Sébastien Page;David Turkington

  • Market integration in developed and emerging markets: Evidence from the CAPM

    Robert F. Bruner;Wei Li;Mark Kritzman;Simon Myrgren

  • Optimal Hedge Fund Allocations

    Jan-Hein Cremers;Mark Kritzman;Sébastien Page

  • Principal Components as a Measure of Systemic Risk

    Mark Kritzman;Yuanzhen Li;Sebastien Page;Roberto Rigobon;Roberto Rigobon

  • TIPP: Insurance without complexity

    Tony Estep;Mark Kritzman

  • The Mismeasurement of Risk

    Mark Kritzman;Don Rich

  • Mean-variance versus full-scale optimisation: In and out of sample

    Timothy Adler;Mark Kritzman

  • Regime Shifts: Implications for Dynamic Strategies

    Mark Kritzman;Sebastien Page;David Turkington

  • The Myth of Diversification

    David B Chua;Mark Kritzman;Sébastien Page

  • Optimal Hedge Fund Allocations: Do Higher Moments Matter?

    Jan-Hein Cremers;Mark Kritzman;Sebastien Page

  • The Optimal Currency Hedging Policy with Biased Forward Rates

    Mark Kritzman

  • What Practitioners Need to Know . . . About Time Diversification (corrected)

    Mark Kritzman

  • Incentive Fees: Some Problems and Some Solutions

    Mark P. Kritzman

  • Valuation in Emerging Markets

    Robert F. Bruner;Robert M. Conroy;Javier Estrada;Mark Kritzman

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