Mark Kritzman
Impact in
- Finance top 0.5%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Economics and Econometrics top 0.5%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
- Finance 85
- Financial Markets and Investment Strategies 61
- Financial Risk and Volatility Modeling 19
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- Market Dynamics and Volatility 25
- Complex Systems and Time Series Analysis 11
- Insurance and Financial Risk Management 10
- Co-authors
- Sébastien Page (23 shared papers)David Turkington (41 shared papers)Li Yuanzhen (3 shared papers)Roberto Rigobón (5 shared papers)George K. Chow (5 shared papers)Don R. Rich (4 shared papers)Yuanzhen Li (3 shared papers)Javier Estrada (8 shared papers)
- Journals
- The Journal of Portfolio Management (46 papers)Financial Analysts Journal (38 papers)Emerging Markets Review (2 papers)International Finance (1 paper)The Journal of Finance (1 paper)
- Partner nations
- United StatesJapanSpain
In The Last Decade
Mark Kritzman
136 papers receiving 2.1k citations
Peers
Comparison fields: 5 of 82
- Finance 1.8k
- Economics and Econometrics 1.3k
- Accounting 536
- General Economics, Econometrics and Finance 396
- Management Science and Operations Research 466
Countries citing papers authored by Mark Kritzman
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
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.
All Works
Showing the 20 most-cited of 160 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2011 | 215 | |
| 2 | 2010 | 150 | |
| 3 | 2010 | 124 | |
| 4 | 2008 | 110 | |
| 5 | 2012 | 89 | |
| 6 | 1999 | 88 | |
| 7 | 2010 | 86 | |
| 8 | 2005 | 72 | |
| 9 | 1994 | 59 | |
| 10 | 2002 | 56 | |
| 11 | 2006 | 55 | |
| 12 | 2009 | 54 | |
| 13 | 2004 | 53 | |
| 14 | Regime Shifts: Implications for Dynamic Strategies | 2012 | 51 |
| 15 | 1988 | 48 | |
| 16 | 2008 | 46 | |
| 17 | 2002 | 46 | |
| 18 | 1994 | 43 | |
| 19 | 1993 | 40 | |
| 20 | 1987 | 37 |
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 160 papers that have together received 2.4k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (61 papers), Market Dynamics and Volatility (25 papers), Risk and Portfolio Optimization (20 papers), Financial Risk and Volatility Modeling (19 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 (1.8k citations), Economics and Econometrics (1.3k citations), Accounting (536 citations), General Economics, Econometrics and Finance (396 citations) and Management Science and Operations Research (466 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 Wei Li. Their work appears in journals such as The Journal of Portfolio Management, Financial Analysts Journal, Emerging Markets Review, International Finance and The Journal of 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.