Corporate News

The latest information on our product and service enhancements, client wins and company moves.

Quantitative Due Diligence of Fixed Income Portfolios

Using Oppenheimer Core Bond Fund as an example, MPIÕs new case study demonstrates how returns-based style analysis and high-frequency data could have alerted investors and analysts to the fundÕs risks long before its collapse.

NYSSA

On May 28, Jeff Schwartz presented on ÒNew Directions in Manager Research, Portfolio Construction and ReportingÓ at the Tools of the Trade Conference.

Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available

MPI’s new research paper introduces a method which enables investors to forecast daily returns in advance of monthly reporting.

“Asia Star Stands Firm on China Bias”

MPI’s returns-based style analysis (RBSA) is featured in Citywire.

Hedge Funds World Middle East

Hundreds of delegates visited the MPI exhibit booth at Hedge Funds World

CFA Institute’s Alternative Investments

MPI participated at the annual CFA Alternative Investments conference in NY, NY.