MPI solutions and research are frequently featured in a number of financial and investment media outlets.
A recent article published by Barron’s features commentary from MPI’s Daniel Li in a story on the Barron’s 400 Index and ETF (BFOR) following its biannual rebalancing. Li’s performance analysis shows the “growth-at-a-reasonable-price” ETF’s investment style exhibiting a small, though increasing, value tendency.
“Strategies” columnist Jeff Sommer features exclusive analysis and commentary from Michael Markov in a story posted on The New York Times looking at Pimco in the wake of recent underperformance and management changes at the $1.91 trillion fund manager. View MPI’s Research Corner for an analysis of Pimco Total Return, “The Taper at the Beach: Pimco, the Fed and a Quantitative Look at the World’s Largest Bond Fund”.
FINalternatives publishes a guest article by Michael Markov presenting MPI’s Dynamic Style Analysis (DSA) technique applied to Bridgewater’s All Weather Portfolio.
Hedge Funds Review publishes a summarized version of MPI and Prof. Russ Wermer’s award-winning research paper on hedge fund monitoring and risk analysis.
MPI research collaborator Petter Kolm is quoted discussing the evolution of hedge fund replication and the potential role of the smart beta they can deliver in investor portfolios. Find the full article on Barron’s.
Planadviser covers MPI’s launch of TDF Analytics at ASPPA 401k Summit in Las Vegas for target date fund analysis and reporting, noting the industry focus on peer group comparison for performance benchmarking and reporting.
MPI’s research on Rajiv Jain is deemed weekend reading by Barron’s.
The Big Picture and Tadas Viskanta’s Abnormal Returns point readers towards MPI’s look at popular Total Return Bond Funds from prominent managers Jeffrey Gundlach and Tad Rivelle.
Barron’s utilizes MPI’s returns-based monitor of estimated mutual fund ownership of Facebook to gauge which managers may have benefited from an uptick in share price.
Pensions & Investments’ Barry Burr covers Daniel Li, Michael Markov and Prof. Russ Wermers’ collaborative paper “Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available” being awarded IMCA’s inaugural Academic Paper Competition Winner. See the press release here and the full article on Pensions & Investments.