PT  - JOURNAL ARTICLE
AU  - Mark Kritzman
AU  - David Turkington
ED  - Mack, Barbara J.
TI  - Practical Applications of Stability-Adjusted Portfolios
AID  - 10.3905/pa.2016.4.2.174
DP  - 2016 Oct 31
TA  - Practical Applications
PG  - 1--4
VI  - 4
IP  - 2
4099  - https://pm-research.com/content/4/2/1.9.short
4100  - https://pm-research.com/content/4/2/1.9.full
AB  - Stability-Adjusted Portfolios Mark Kritzman David Turkington By failing to sufficiently taking estimation errors into account, investors commonly misperceive risk, dooming otherwise thoughtful portfolio strategies to sub-par performance.In Stability-Adjusted Portfolios, authors Mark Kritzman, CEO of Windham Capital Management , and David Turkington, Senior Vice President and Head of Portfolio and Risk Research at State Street Global Exchange , introduce a new method for assessing risk that has the potential to significantly affect portfolio construction and risk profiles.Kritzman and Turkington identify three main estimation errors, and demonstrate a series of straightforward steps that to incorporate them into a more stable framework.“These portfolios have more stable risk profiles and offer investors another way to handle the continual flux of the markets,” says Mark Kritzman.