M. Kritzman

Finance · 2008–2012

A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 37 citations into it; #8,186 of 10,518 by trust here, #3,760 by citations
• Economics and Econometrics — 30 citations into it

Whom M. Kritzman trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andrew Ang
2. Geert Bekaert
3. Lieven Baele
4. Roberto Rigobon
5. Tim Bollerslev

Who trusts M. Kritzman overall

1. Yuliya Plyakha
2. Gangjin Wang
3. Stefano Giglio
4. Raman Uppal
5. Fernando Duarte
6. Zhi-Qiang Jiang

Papers from M. Kritzman's perspective

Ordered by how strongly the researchers M. Kritzman trusts endorse each paper. Same corpus, a different order for every researcher.

1. International Asset Allocation With Regime Shifts
2. Generalized autoregressive conditional heteroskedasticity
3. Deciphering the Liquidity and Credit Crunch 2007-08
4. Consumption, aggregate wealth and expected stock returns
5. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
6. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
7. The Pricing of Options and Corporate Liabilities
8. International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences
9. Contagion as a Wealth Effect
10. Dynamic Conditional Correlation

Their papers

• In Defense of Optimization: The Fallacy of 1/N (2010) — 153 citations
• Principal Components as a Measure of Systemic Risk (2011) — 360 citations
• The Cost of Socially Responsible Investing (2008) — 133 citations
• Regime Shifts: Implications for Dynamic Strategies (corrected) (2012) — 145 citations
• Skulls, Financial Turbulence, and Risk Management (2010) — 208 citations