{"version":1,"pages":[{"id":"-MF7CcdPAWz6SYKV4f1T","title":"Reading Resources","pathname":"/","siteSpaceId":"sitesp_NU9UE","description":"Windham Labs: Thought Leadership in Asset Allocation and Risk Management."},{"id":"-MGxZFPWIePYvI6m15UH","title":"List of Publications","pathname":"/list-of-publications","siteSpaceId":"sitesp_NU9UE","description":"Our publications on reading matter in portfolio theory and economics."},{"id":"-MF7SQZU5DDt1QY6nKFb","title":"Asset Allocation","pathname":"/asset-allocation/asset-allocation","siteSpaceId":"sitesp_NU9UE","description":"Mark Kritzman, September 21, 2016","breadcrumbs":[{"label":"Asset Allocation"}]},{"id":"-MG59YOXZTvQLT5HXMob","title":"Asset Allocation and Factor Investing","pathname":"/asset-allocation/asset-allocation-and-factor-investing","siteSpaceId":"sitesp_NU9UE","description":"An Integrated Approach to Portfolio Construction","breadcrumbs":[{"label":"Asset Allocation"}]},{"id":"-MF7dxcE4Lf7t8SO4YiE","title":"Asset Allocation in Taxable Portfolios","pathname":"/asset-allocation/asset-allocation-in-taxable-portfolios","siteSpaceId":"sitesp_NU9UE","description":"Modeling Taxable Portfolios","breadcrumbs":[{"label":"Asset Allocation"}]},{"id":"-MG4pzmBXg8AU1FFoXLv","title":"Asset Allocation versus Security Selection: Evidence from Global Markets","pathname":"/asset-allocation/asset-allocation-versus-security-selection-evidence-from-global-markets","siteSpaceId":"sitesp_NU9UE","description":"Which activity is more important: asset allocation or security selection? The answer could surprise you.","breadcrumbs":[{"label":"Asset Allocation"}]},{"id":"-MG5xeFLt56XC_fhV7jS","title":"Defining an Asset Class","pathname":"/asset-allocation/defining-an-asset-class","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"Asset Allocation"}]},{"id":"-MG56laEr6tvKPVrvWKp","title":"An Interview with Harry Markowitz","pathname":"/general/an-interview-with-harry-markowitz","siteSpaceId":"sitesp_NU9UE","description":"Conversations with the father of modern portfolio theory","breadcrumbs":[{"label":"General"}]},{"id":"-MG5DUUvhoR9FXefW4Re","title":"MIT Masters of Finance Convocation","pathname":"/general/mit-masters-of-finance-convocation","siteSpaceId":"sitesp_NU9UE","description":"Windham's Mark Kritzman addresses MIT Graduates, June 7, 2018","breadcrumbs":[{"label":"General"}]},{"id":"-MG68ggE25sZsjl7WLqw","title":"Future Value","pathname":"/general/future-value","siteSpaceId":"sitesp_NU9UE","description":"When to use arithmetic and geometric returns for expected values","breadcrumbs":[{"label":"General"}]},{"id":"-MG5Y6VWojtvKaRGne1p","title":"The Cost of Socially Responsible Investing","pathname":"/general/the-cost-of-socially-responsible-investing","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"General"}]},{"id":"-MG62RdQ-XeZC-jVjkCn","title":"The Hidden Cost of Active Management","pathname":"/general/the-hidden-cost-of-active-management","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"General"}]},{"id":"-MG67dt3Z2Ma4oVZvm3O","title":"Performance Fees","pathname":"/general/performance-fees","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"General"}]},{"id":"-MG5QnGvtcSKf0bc1Ska","title":"Monte-Carlo Simulation","pathname":"/general/monte-carlo-simulation","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"General"}]},{"id":"-MG54_MBq-lfXSVj_tOL","title":"The Fallacy of 1/N","pathname":"/portfolio-construction/the-fallacy-of-one-over-n","siteSpaceId":"sitesp_NU9UE","description":"Equally Weighted Portfolios versus Optimized Portfolios","breadcrumbs":[{"label":"Portfolio Construction"}]},{"id":"-MG5OQbntTP8SCWRUVW-","title":"Modern Portfolio Theory","pathname":"/portfolio-construction/modern-portfolio-theory","siteSpaceId":"sitesp_NU9UE","description":"Breaking down Modern Portfolio Theory","breadcrumbs":[{"label":"Portfolio Construction"}]},{"id":"-MG5NK4Bht6WhLZ468Ha","title":"Multi-goal Optimization","pathname":"/portfolio-construction/multi-goal-optimization","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"Portfolio Construction"}]},{"id":"-MG5FulCvKaR0c_6X442","title":"Optimal Rebalancing with the Markowitz-Van-Dijk Heuristic","pathname":"/portfolio-construction/optimal-rebalancing-with-the-markowitz-van-dijk-heuristic","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"Portfolio Construction"}]},{"id":"-MG64JlLWb7aSBk5-cCh","title":"Portable Alpha","pathname":"/portfolio-construction/portable-alpha","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"Portfolio Construction"}]},{"id":"-MF7O6uOFHiNiamQGVSI","title":"Understanding Estimation Error","pathname":"/portfolio-construction/understanding-estimation-error","siteSpaceId":"sitesp_NU9UE","description":"Mark Kritzman, June 20, 2016","breadcrumbs":[{"label":"Portfolio Construction"}]},{"id":"-MGfNHWhl1Obl-Ntw8Jc","title":"A New Index of the Business Cycle","pathname":"/risk-management/a-new-index-of-the-business-cycle","siteSpaceId":"sitesp_NU9UE","description":"This summary is based on the paper \"A New Index of the Business Cycle\" by William Kinlaw, Mark Kritzman, and David Turkington, MIT Sloan School Working Paper 5908-20.","breadcrumbs":[{"label":"Risk Management"}]},{"id":"-MG5EwvLnxKZNqW6XTHV","title":"Event Studies","pathname":"/risk-management/event-studies","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"Risk Management"}]},{"id":"-MG5rHytyPksFOiWi7IK","title":"Factor Analysis","pathname":"/risk-management/factor-analysis","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"Risk Management"}]},{"id":"-MG4tuw1dUSOIj8gpln6","title":"Financial Turbulence Risk Management","pathname":"/risk-management/financial-turbulence-risk-management","siteSpaceId":"sitesp_NU9UE","description":"The Mahalanobis Distance in Risk Management","breadcrumbs":[{"label":"Risk Management"}]},{"id":"-MG5ZWL3UHW9mfVATR4-","title":"Mismeasurement of Risk","pathname":"/risk-management/mismeasurement-of-risk","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"Risk Management"}]},{"id":"-MF7DvpBp8PhRG6Y8kZR","title":"Rethinking Exposure to Loss","pathname":"/risk-management/rethinking-exposure-to-loss","siteSpaceId":"sitesp_NU9UE","description":"Mark Kritzman, June 29, 2016","breadcrumbs":[{"label":"Risk Management"}]},{"id":"-MG5gvfKDVRl8PevUyjb","title":"Risk Budgets","pathname":"/risk-management/risk-budgets","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"Risk Management"}]},{"id":"-MG5GdsLuquOSigmbPE3","title":"Risk in the Real World","pathname":"/risk-management/risk-in-the-real-world","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"Risk Management"}]},{"id":"-MG60o9kR_IFGc2XDGSk","title":"Time Diversification","pathname":"/risk-management/time-diversification","siteSpaceId":"sitesp_NU9UE","description":"","breadcrumbs":[{"label":"Risk Management"}]}]}