About Taylor DeLorey

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So far Taylor DeLorey has created 198 blog entries.

COVID 19 – Markets Remain Fragile

COVID 19 - Markets Remain Fragile Amanda White from top1000funds.com spoke with Mark Kritzman, Windham CEO,  about his risk management strategy that measures resilience and fragility of markets. To view the article, CLICK HERE.   top1000funds.com is the news and analysis site for the world’s largest institutional investors. Focusing on investment strategy and implementation, it [...]

2020-05-06T09:10:16-04:00

Windham CEO Mark Kritzman Interviewed by EQDerivatives

Windham Successfully Applies Risk Scaling Strategy In History’s Fastest Bear Market Windham CEO, Mark Kritzman, was recently interviewed by EQDerivatives, an online and print publication for institutional investors, on April 9th, 2020. EQDerivatives is the premier provider of volatility derivatives and alternative risk premia news, research and event content for investors, portfolio managers, and service [...]

2020-04-13T12:36:04-04:00

Harborwalk Clean-up 2019

On Thursday, September 19th the Windham Capital Management team ventured to East Boston for a day of volunteering on the waterfront. Through Friends of the Boston Harborwalk (FBHW), Windham spent the day cleaning up Condor Street Urban Wild, making sure it was clean, safe, and inviting for local residents. Once a marine industrial site, Condor [...]

2019-09-20T15:11:23-04:00

Windham Co-CIO Participates in Asset TV’s Liquid Alternatives Masterclass

Windham’s Co-CIO of Liquid Alternatives, Andrew Weisman, participated in Asset TV’s Liquid Alts Masterclass in October. This panel discussion explored the challenges Alternative Investment Managers are facing in the current environment and how their strategies fit into a larger portfolio. Andy joins Kimberly Flynn and Cleo Chang to discuss Liquid Alternatives and how their investment [...]

2018-11-09T12:59:23-05:00

An Evening with Harry Markowitz

Mark Kritzman, CEO of Windham Capital Management, sat down with Nobel Laureate Harry M. Markowitz to kickoff FMA International's Annual Meeting last night in San Diego. They were joined by researchers and practitioners from around the world for a “fireside chat,” where they discussed the origins and criticisms of Markowitz’s modern portfolio theory, sparse [...]

2018-10-10T15:05:25-04:00

“Asset Allocation and Factor Investing: An Integrated Approach,” The Journal of Portfolio Management Quantitative Special Issue, 2018 with A. Bergeron and G. Sivitsky.

The traditional approach to asset allocation is to identify the optimal allocation to broad asset classes based on assumptions for expected returns and risk. Increasingly, though, investors are choosing to stratify their portfolios into factors rather than traditional asset classes. Many investors, especially those who have qualitative views about macroeconomic factors, do not typically optimize [...]

2018-07-30T15:43:27-04:00

Windham Capital Management Celebrates 30th Anniversary

Today, July 23rd, 2018, we are celebrating the 30th anniversary of Windham Capital Management. Windham was founded in 1988 in New York City by Mark Kritzman. Throughout its history, Windham has focused on risk-based research. Its principals are well known and widely respected throughout the world for their contributions to the finance literature, their leadership [...]

2018-11-09T12:25:42-05:00

Mark Kritzman Gives Convocation Speech to MIT Graduates

MIT Masters of Finance Graduation Mark Kritzman June 7th, 2018 Good morning and congratulations.  As many of you know, I’m not used to speaking without a PowerPoint presentation, but surprisingly Heidi didn’t show much enthusiasm for that idea.  When I mentioned my concern to my wife, she said: “Don’t [...]

2018-06-08T14:09:25-04:00
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