The Myth of Diversification
Chua, David B, Kritzman, Mark, Page, Sébastien
Published in Journal of portfolio management (01.10.2009)
Published in Journal of portfolio management (01.10.2009)
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Journal Article
The Divergence of High- and Low-Frequency Estimation: Causes and Consequences
Kinlaw, William, Kritzman, Mark, Turkington, David
Published in Journal of portfolio management (01.01.2014)
Published in Journal of portfolio management (01.01.2014)
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Journal Article
The Stock-Bond Correlation
Czasonis, Megan, Kritzman, Mark, Turkington, David
Published in Journal of portfolio management (01.02.2021)
Published in Journal of portfolio management (01.02.2021)
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Journal Article
Optimal Execution for Portfolio Transitions
Kritzman, Mark, Myrgren, Simon, Page, Sébastien
Published in Journal of portfolio management (30.04.2007)
Published in Journal of portfolio management (30.04.2007)
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Journal Article
Principal Components as a Measure of Systemic Risk
Kritzman, Mark, Li, Yuanzhen, Page, Sébastien, Rigobon, Roberto
Published in Journal of portfolio management (01.07.2011)
Published in Journal of portfolio management (01.07.2011)
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Journal Article
Crowded Trades: Implications for Sector Rotation and Factor Timing
Kinlaw, William, Kritzman, Mark, Turkington, David
Published in Journal of portfolio management (01.07.2019)
Published in Journal of portfolio management (01.07.2019)
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Journal Article
Regime Shifts: Implications for Dynamic Strategies
Kritzman, Mark, Page, Sébastien, Turkington, David
Published in Financial analysts journal (01.05.2012)
Published in Financial analysts journal (01.05.2012)
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Journal Article
The Myth of Diversification Reconsidered
Kinlaw, William, Kritzman, Mark, Page, Sébastien, Turkington, David
Published in Journal of portfolio management (01.08.2021)
Published in Journal of portfolio management (01.08.2021)
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Journal Article