Press

MPI solutions and research are frequently featured in a number of financial and investment media outlets.

Private Equity and Venture Capital Drove Outsized Returns at Bowdoin, Harvard, and the University of Pennsylvania

Institutional Investor features MPI’s latest research series on university endowments in fiscal year 2021. In the article, Co-founder and CEO Michael Markov discusses how asset allocation played a far more important role in returns than manager selection.

How Did Investors End Up on the Other Side of This Trade?

“MPI deconstructs complex volatility strategies to find that many investors might have been doing the opposite of what they thought,” writes Julie Segal from Institutional Investor in her article about MPI’s analysis of the Structured Alpha hedge fund.

The Real Return Driver Behind Brown University’s FY20

AlternativesWatch’s Susan Baretto explores how MPI’s patented analysis technique — Dynamic Style Analysis, was used to dissect Brown University’s endowment annual returns, providing a plausible explanation of the outlier’s spectacular FY20 results.

 

Ivy League Endowments Underperform 60-40 Portfolio, Again

Read more on MPI’s annual assessment of the Ivy League Endowments, featured in Chief Investment Officer, where our analysts provide a deeper look into FY20 performance and the likely reasons behind the sharp drop over FY19.

Some Quants Fear More Deleveraging to Come

“Estimates of daily changes in leverage at risk parity mutual funds, one group of volatility-targeting investors pinpointed as contributors to deleveraging last month, suggest some funds cut leverage sharply but others didn’t“, writes Faye Kilburn about MPI’s research in her Risk.net article.