Mark Kritzman

3.6k citations

157 papers · 2.3k indexed · h-index 25

Impact in

Finance top 0.5%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Banking stability, regulation, efficiency
General Economics, Econometrics and Finance top 2%
- Monetary Policy and Economic Impact

Papers in

Finance 84
- Financial Markets and Investment Strategies 60
- Financial Risk and Volatility Modeling 18
Accounting 24
- Corporate Finance and Governance 12

Co-authors: Sébastien Page David Turkington Li Yuanzhen Roberto Rigobón George K. Chow Don R. Rich Yuanzhen Li Javier Estrada
Journals: The Journal of Portfolio Management (45 papers)Financial Analysts Journal (38 papers)Emerging Markets Review (2 papers)International Finance (1 paper)The Journal of Finance (1 paper)
Partner nations: United States Japan Spain

In The Last Decade

Mark Kritzman

134 papers receiving 2.0k citations

Peers

Countries citing papers authored by Mark Kritzman

Since Specialization

Citations

This map shows the geographic impact of Mark Kritzman's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mark Kritzman with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mark Kritzman more than expected).

Fields of papers citing papers by Mark Kritzman

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mark Kritzman. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mark Kritzman. The network helps show where Mark Kritzman may publish in the future.

Co-authorship network

The 25 scholars most cited alongside Mark Kritzman, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Mark Kritzman Line = papers co-authored together Mark Kritzman links everyone, so they are left out of the graph.

All Works

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20 of 20 papers shown

#	Work
1	Relevance-Based Importance: A Comprehensive Measure of Variable Importance in Prediction The Journal of Portfolio Management ·隆新田, Mark Kritzman, David Turkington	2025	0
2	A Tribute to Harry Markowitz The Journal of Portfolio Management ·Mark Kritzman	2024	1
3	Co-Occurrence: A New Perspective on Portfolio Diversification SSRN Electronic Journal ·William B. Kinlaw, Mark Kritzman, David Turkington	2023	0
4	An Intuitive Guide to Relevance-Based Prediction The Journal of Portfolio Management ·隆新田, Mark Kritzman, David Turkington	2023	0
5	Relevance-Based Prediction: A Transparent and Adaptive Alternative to Machine Learning 隆新田, Mark Kritzman, David Turkington	2022	1
6	Trading and Electronic Markets: What Investment Professionals Need to Know Joanne M. Hill, illustrations by Gary J. Nelson, Il‐Hyun Park, Tunde Bello-Ochende, Larry Harris, Robert D. Arnott, Theodore Aronson, Dahu Ni, 최보정, Fernández-Villalta Mj, Mingzhu Liu, John Gunn, S. Vo, Stephen W. Smith, Дмитро Моргосліп, Zhaoxin Wang, JoséA. López-Pelegrín, Mark Kritzman	2015	11
7	Regime Shifts: Implications for Dynamic Strategies SSRN Electronic Journal ·Mark Kritzman, Sébastien Page, David Turkington	2012	48
8	Regime Shifts: Implications for Dynamic Strategies (corrected) Financial Analysts Journal ·Mark Kritzman, Sébastien Page, David Turkington	2012	82
9	Skulls, Financial Turbulence, and Risk Management SSRN Electronic Journal ·Mark Kritzman, Yuanzhen Li	2010	14
10	In Defense of Optimization: The Fallacy of 1/N SSRN Electronic Journal ·Mark Kritzman, Sébastien Page, David Turkington	2010	25
11	Optimal Rebalancing: A Scalable Solution SSRN Electronic Journal ·Mark Kritzman, Andréia Soares Barbosa	2009	12
12	The Dynamics of the Hedge Fund Industry Brianna Enriquez, О. С. Тремзина, 松本悠貴, Andrew W. Lo, Mohamed Omar, Mark Kritzman, (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown)	2005	12
13	Employee Stock Options and Equity Valuation P. Suresh Kumar, Brianna Enriquez, Wylie McAdam, 松本悠貴, 経済同友会, Jesse Kochis, Mark Kritzman, (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown)	2004	3
14	Conditional Performance Evaluation, Revisited Brianna Enriquez, О. С. Тремзина, 松本悠貴, 経済同友会, Jesse Kochis, Wayne E. Ferson, Mark Kritzman, (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown)	2004	48
15	Security Analyst Independence Jennifer Francis, W. Andrew Pleasant, 장성민, Donna R. Philbrick, Elizabeth Collins, Guangxing Zhang, 松本悠貴, 経済同友会, Jesse Kochis, Shiqi Liu, Mark Kritzman, Капков Р. Ю., Margarita Alloza, Syoko Nakahata, Piotr Mikucki, 多津子牧野, Devina Araminta, (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown)	2004	8
16	The Closed-End Fund Discount Elroy Dimson, Mark Kritzman, (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown)	2002	26
17	International Financial Contagion: Theory and Evidence in Evolution Roberto Rigobón, Mark Kritzman, Augusto de la Torre, 陈婧媛, Sergio L. Schmukler, (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown)	2002	22
18	The Mismeasurement of Risk SSRN Electronic Journal ·Mark Kritzman, Don R. Rich	2002	2
19	Term-Structure Models Using Binomial Trees Brian S Murray, James Sochacki, Mark Kritzman, William M. Burke, (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown)	2001	1
20	Country, Sector, and Company Factors in Global Equity Portfolios Maria Puspa Ayu Sinaga, W. Peyer, Fabiana Guarda, 昌夫三浦, Kursih Sulastriningsih, 経済同友会, Peter Hopkins, Mark Kritzman, (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown), (unknown)	2001	16

About Mark Kritzman

Mark Kritzman is a scholar working on Finance, Accounting, Management Science and Operations Research, Economics and Econometrics and General Economics, Econometrics and Finance, having authored 157 papers that have together received 2.3k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (60 papers), Market Dynamics and Volatility (24 papers), Risk and Portfolio Optimization (20 papers), Financial Risk and Volatility Modeling (18 papers), Corporate Finance and Governance (12 papers), Complex Systems and Time Series Analysis (11 papers), Insurance and Financial Risk Management (10 papers) and Monetary Policy and Economic Impact (10 papers). The work is most often cited by research in Finance (1.7k citations), General Economics, Econometrics and Finance (386 citations), Economics and Econometrics (1.3k citations), Accounting (515 citations) and Management Science and Operations Research (439 citations). Mark Kritzman has collaborated with scholars based in United States, Japan and Spain. Frequent co-authors include Sébastien Page, David Turkington, Li Yuanzhen, Roberto Rigobón, George K. Chow, Don R. Rich, Yuanzhen Li, Javier Estrada, Éric Jacquier and Wei Li. Their work appears in journals such as The Journal of Portfolio Management, Financial Analysts Journal, Emerging Markets Review, International Finance and The Journal of Finance.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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