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My guest today is Mark Kritzman, a Senior Lecturer in Finance at the MIT Sloan School of Management, founding Partner and Chief Executive Officer of Windham Capital Management and serves as a senior partner of State Street Associates. Mark has written six books, his latest titled \\u201cA Practitioners Guide to Asset Allocation\\u201d.\\xa0Mark began his career on Wall Street in 1974 and was immediately drawn toward systematic trading. At a time when there were not many quantitative traders, he was affectionately titled a \\u201ctoken quant\\u201d within his company.\\xa0Over the years Mark has been an advisor to many funds.

The topic is his book A Practitioner\'s Guide to Asset Allocation.

In this episode of Trend Following Radio we discuss:

• Definition of an asset class
• Actively managed portfolios
• Passively managed portfolios
• Time diversification
• Portfolio diversification
• The fallacy of large numbers
• Leverage
• Value at risk
• Risk management
• Fear and greed
• Risk and reward
• Exposure to risk

Jump in!

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I\\u2019m MICHAEL COVEL, the host of TREND FOLLOWING RADIO, and I\\u2019m proud to have delivered 10+ million podcast listens since 2012. Investments, economics, psychology, politics, decision-making, human behavior, entrepreneurship and trend following are all passionately explored and debated on my show.

To start? I\\u2019d like to give you a great piece of advice you can use in your life and trading journey\\u2026 cut your losses! You will find much more about that philosophy here: https://www.trendfollowing.com/trend/

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