Mark Kritzman

Mark Kritzman publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Mark Kritzman sits on this spectrum.

Mark Kritzman D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Mark Kritzman sits on this spectrum.

Best Publications

• Principal Components as a Measure of Systemic Risk

  Mark Kritzman;Yuanzhen Li;Sébastien Page;Roberto Rigobon

  448
  Citations

• Skulls, Financial Turbulence, and Risk Management

  Mark Kritzman;Yuanzhen Li

  283
  Citations

• Optimal Portfolios in Good Times and Bad

  George Chow;Eric Jacquier;Mark Kritzman;Kenneth Lowry

  196
  Citations

• The Cost of Socially Responsible Investing

  Timothy Adler;Mark Kritzman

  180
  Citations

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

  Unknown

  164
  Citations

• Introduction to 'Valuation in Emerging Markets'

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

  138
  Citations

• Regime Shifts: Implications for Dynamic Strategies (corrected)

  Mark Kritzman;Sébastien Page;David Turkington

  127
  Citations

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

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

  125
  Citations

• Optimal Hedge Fund Allocations

  Jan-Hein Cremers;Mark Kritzman;Sébastien Page

  123
  Citations

• Principal Components as a Measure of Systemic Risk

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

  98
  Citations

• TIPP: Insurance without complexity

  Tony Estep;Mark Kritzman

  95
  Citations

• The Mismeasurement of Risk

  Mark Kritzman;Don Rich

  94
  Citations

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

  Timothy Adler;Mark Kritzman

  92
  Citations

• Regime Shifts: Implications for Dynamic Strategies

  Mark Kritzman;Sebastien Page;David Turkington

  87
  Citations

• The Myth of Diversification

  David B Chua;Mark Kritzman;Sébastien Page

  82
  Citations

• Optimal Hedge Fund Allocations: Do Higher Moments Matter?

  Jan-Hein Cremers;Mark Kritzman;Sebastien Page

  77
  Citations

• The Optimal Currency Hedging Policy with Biased Forward Rates

  Mark Kritzman

  75
  Citations

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

  Mark Kritzman

  74
  Citations

• Incentive Fees: Some Problems and Some Solutions

  Mark P. Kritzman

  74
  Citations

• Valuation in Emerging Markets

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

  71
  Citations