History, Shocks, and Drifts: A New Approach to Portfolio Formation

Mark Kritzman; David Turkington

doi:10.3905/jpm.2021.1.321

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History, Shocks, and Drifts: A New Approach to Portfolio Formation

Mark Kritzman and David Turkington

The Journal of Portfolio Management February 2022, jpm.2021.1.321; DOI: https://doi.org/10.3905/jpm.2021.1.321

Mark Kritzman

is a founding partner of State Street Associates, chief executive officer of Windham Capital Management, and a faculty member at MIT’s Sloan School of Management in Cambridge, MA

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David Turkington

is a senior managing director and head of State Street Associates in Cambridge, MA

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History, Shocks, and Drifts: A New Approach to Portfolio Formation

Mark Kritzman, David Turkington

The Journal of Portfolio Management Dec 2021, jpm.2021.1.321; DOI: 10.3905/jpm.2021.1.321

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History, Shocks, and Drifts: A New Approach to Portfolio Formation

Mark Kritzman, David Turkington

The Journal of Portfolio Management Dec 2021, jpm.2021.1.321; DOI: 10.3905/jpm.2021.1.321

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