Academic Research2020-03-10T15:31:58-04:00

Academic Research

A New Index of the Business Cycle

Download a PDF of this Research Summary. Click to View Presentation. A New Index of the Business Cycle This summary is based on a paper entitled, A New Index of the Business Cycle, by William Kinlaw, Mark Kritzman, and David Turkington, MIT Sloan School Working Paper 5908-20. We introduce a new index of the business cycle that uses the Mahalanobis distance to measure the [...]

By |March 10th, 2020|Research|

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Mark Kritzman

Mark Kritzman, CFA

MARK KRITZMAN, CFA is a Founding Partner and CEO of Windham Capital Management, LLC. He is responsible for managing research activities and investment advisory services. He is also a Founding Partner of State Street Associates, and he teaches a graduate finance course at the Massachusetts Institute of Technology. Mark served as a Founding Director of the International Securities Exchange and as a Commissioner on the Group Insurance Commission of the Commonwealth of Massachusetts. He has also served on the Advisory Board of the Government Investment Corporation of Singapore (GIC) and the boards of the Institute for Quantitative Research in Finance, The Investment Fund for Foundations, and State Street Associates. He is currently a member of several advisory and editorial boards, including, the Advisory Board of the MIT Sloan Finance Group, the Board of Governors of St. John’s University, the Emerging Markets Review, the Journal of Alternative Investments, the Journal of Derivatives, the Journal of Investment Management, where he is Book Review Editor, and The Journal of Portfolio Management. He has written 90 articles for peer-reviewed journals and is the author or co-author of seven books including A Practitioner’s Guide to Asset Allocation, Puzzles of Finance, and The Portable Financial Analyst. Mark won Graham and Dodd scrolls in 1993 and 2002, the Research Prize from the Institute for Quantitative Investment Research in 1997, the Bernstein Fabozzi/Jacobs Levy Award nine times, the Roger F. Murray Prize from the Q-Group in 2012, and the Peter L. Bernstein Award in 2013 for Best Paper in an Institutional Investor Journal. In 2004, Mark was elected a Batten Fellow at the Darden Graduate School of Business Administration, University of Virginia. Mark has a BS in economics from St. John’s University, an MBA with distinction from New York University, and a CFA designation.

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