Windham Capital’s CEO Mark Kritzman Wins Bernstein Fabozzi/Jacobs Levy Awards for Outstanding Papers Contributing to the Theory and Practice of Portfolio Management

BOSTON--()--Windham Capital Management, a leading research-driven asset management firm, today announced that its CEO, Mark Kritzman, has received two Bernstein Fabozzi/Jacobs Levy Outstanding Paper Awards for his articles, Risk Disparity and Liquidity and Portfolio Choice: A Unified Approach.

Mr. Kritzman’s Risk Disparity article addresses how to balance growth of portfolio wealth over time with avoidance of large draw-downs. The piece appeared in the Fall 2013 issue of The Journal of Portfolio Management, which is published by the Institutional Investor, Inc.’s Journals Group.

Liquidity and Portfolio Choice: A Unified Approach, authored by Kritzman and State Street Executives Will Kinlaw and David Turkington illustrates innovative techniques for investors to determine the optimal allocation to illiquid assets. The article was published in the Winter 2013 issue of The Journal of Portfolio Management and was previously awarded the 2013 Peter L. Bernstein Award which honors extraordinary and compelling research.

”It is an honor to be recognized by the readers of the Journal of Portfolio Management and shows an increased awareness in the importance of both liquidity and risk management in investor portfolios,” said Mr. Kritzman.

The Bernstein Fabozzi/Jacobs Levy Awards were established in 1999, on the 25th anniversary of The Journal of Portfolio Management, to honor Editors Peter Bernstein and Frank Fabozzi for their extraordinary contributions and to promote research excellence in the theory and practice of portfolio management. Research honorees were selected by subscriber vote.

Mr. Kritzman founded Windham Capital in 1988, focused on providing innovative research around various risk-driven investment techniques to the investment community. In addition to his position at Windham Capital Management, Mark Kritzman teaches a graduate finance course at the Massachusetts Institute of Technology. He is both a founding partner and board member of State Street Associates, an industry-leading investment research think tank. Mr. Kritzman has also served on several corporate and non-profit boards and is a member of several advisory and editorial boards. He has won numerous other prestigious finance awards, including the Graham and Dodd Scroll, the Peter L. Bernstein Award, and the Roger F. Murray First Prize from the Q-Group.

About Windham Capital Management

Windham Capital Management is an independent asset management firm, focused on risk-based investment solutions. Founded in 1988, Windham is widely known for its pioneering research and its impact on the way investors manage assets. Armed with innovative research and proprietary risk management, Windham creates and manages portfolios designed to increase the probability of investment success in both calm and turbulent markets.

For more information on the Bernstein Fabozzi/Jacobs Levy Awards and for access to the award-winning articles, please visit http://www.iijournals.com/page/15AnnualBFJLAwards.

Contacts

Edelman for Windham Capital
Samantha Nelson, 212-704-4589
samantha.nelson@edelman.com

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Contacts

Edelman for Windham Capital
Samantha Nelson, 212-704-4589
samantha.nelson@edelman.com