Mark Kritzman

3.6k citations
157 papers · 2.3k · h-index 25

Impact in

Papers in

    • Financial Markets and Investment Strategies 60
    • Financial Risk and Volatility Modeling 18
    • Market Dynamics and Volatility 24
    • Complex Systems and Time Series Analysis 11
    • Insurance and Financial Risk Management 10

Mark Kritzman

134 papers receiving 2.0k citations

Peers

Mark Kritzman
Comparison fields: 5 of 81
  • Finance 1.7k
  • General Economics, Econometrics and Finance 386
  • Economics and Econometrics 1.3k
  • Accounting 515
  • Management Science and Operations Research 439
Replace Federico Nardari with:
Federico Nardari United States
Massimo Guidolin Italy
Jun Tu Singapore
Stephen Figlewski United States
Mark B. Garman United States
Suleyman Basak United Kingdom
Stephen Gray Australia
Frank A. Sortino United States
Christopher G. Lamoureux United States
Grant McQueen United States
Mark Kritzman relative to Federico Nardari United States Federico Nardari's profile →
Citations per field
00.5×1.5×
Federico Nardari · 1×
Citations per year

Countries citing papers authored by Mark Kritzman

Since Specialization
Citations

This map shows the geographic impact of Mark Kritzman's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mark Kritzman with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mark Kritzman more than expected).

Fields of papers citing papers by Mark Kritzman

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mark Kritzman. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mark Kritzman. The network helps show where Mark Kritzman may publish in the future.

Co-authors

The 25 scholars most cited alongside Mark Kritzman, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Mark Kritzman Line = papers co-authored together Mark Kritzman links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 157 papers — load more, or switch the sort, to bring in the rest.

#Work
1 2011207
2 2010145
3 2010120
4 2008107
5 199984
6 201282
7 201078
8 200568
9 199458
10 200952
11 200652
12 200251
13 200448
14
Regime Shifts: Implications for Dynamic Strategies
201248
15 200844
16 200244
17 199443
18 198840
19 199339
20 200335

About Mark Kritzman

Mark Kritzman is a scholar working on Finance, Economics and Econometrics, Accounting, Management Science and Operations Research and Strategy and Management, having authored 157 papers that have together received 2.3k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (60 papers), Market Dynamics and Volatility (24 papers), Risk and Portfolio Optimization (20 papers), Financial Risk and Volatility Modeling (18 papers), Corporate Finance and Governance (12 papers), Complex Systems and Time Series Analysis (11 papers), Insurance and Financial Risk Management (10 papers) and Monetary Policy and Economic Impact (10 papers). The work is most often cited by research in Finance (1.7k citations), General Economics, Econometrics and Finance (386 citations), Economics and Econometrics (1.3k citations), Accounting (515 citations) and Management Science and Operations Research (439 citations). Mark Kritzman has collaborated with scholars based in United States, Japan and Spain. Frequent co-authors include Sébastien Page, David Turkington, Li Yuanzhen, Roberto Rigobón, George K. Chow, Don R. Rich, Yuanzhen Li, Javier Estrada, Éric Jacquier and Robert F. Bruner. Their work appears in journals such as The Journal of Portfolio Management, Financial Analysts Journal, Emerging Markets Review, The Journal of Finance and International Finance.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact