June 30, 2012
Journal Articles
Complimentary CONTENT
Toward Determining Systemic Importance
By: William Kinlaw, Mark Kritzman, David Turkington, State Street Associates
June 30, 2012
By: William Kinlaw, Mark Kritzman, David Turkington, State Street Associates
By William Kinlaw, Mark Kritzman, and David Turkington
Published in the Journal of Portfolio Management, Summer 2012
We extend the absorption ratio methodology to determine the systemic importance of a particular entity.
Author Bios
William Kinlaw
William Kinlaw is Executive Vice President and Head of Data Intelligence at State Street Markets
Mark Kritzman
Mark Kritzman is a senior lecturer at MIT Sloan School of Management and a founding partner of State Street Associates
David Turkington
David Turkington is Senior Managing Director and Head of State Street Associates at State Street Markets
State Street Associates
1. Peter L. Bernstein Award for Best Article in an Institutional Investor Journal in 2013; Bernstein-Fabozzi/Jacobs-Levy Award for Outstanding Article in the Journal of Portfolio Management in 2006, 2009, 2011, 2013 (2), 2014, 2015, 2016, 2021; Graham & Dodd Scroll Award for article in the Financial Analysts Journal in 2002 and 2010. Roger F. Murray First Prize for Research Presented at the Q Group Conference in 2012, 2021, 2023. Harry M. Markowitz Award for Best Paper in the Journal of Investment Management in 2022, 2023. Doriot Award for Best Private Equity Research Paper in 2022.