Mark Kritzman
Mark Kritzman is a Founding Partner and CEO of Windham Capital Management, LLC and the Chairman of Windham’s investment committee. He is responsible for managing research activities and investment advisory services. Mark is also a Founding Partner of State Street Associates and teaches a graduate finance course at the Massachusetts Institute of Technology.
He 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 (TIFF), and State Street Associates. He is currently a member of the Board of Directors of Protego Trust Company, 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. In 2004, Mark was elected a Batten Fellow at the Darden Graduate School of Business Administration, University of Virginia.
Mark holds a Bachelor of Science in Economics from St. John’s University, a Master of Business Administration with distinction from New York University, and a Chartered Financial Analyst designation.
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Articles by Mark Kritzman
Severe but plausible – or not?
In this paper, the authors apply a measure of statistical unusualness, called the Mahalanobis distance, to assess the plausibility of the scenarios used in the Federal Reserve's stress tests.