
The similarities between Pearl Harbor and Bernie Madoff
Michael Markov’s opinion piece, “The similarities between Pearl Harbor and Bernie Madoff” is featured in Pensions & Investments.
MPI solutions and research are frequently featured in a number of financial and investment media outlets.
Michael Markov’s opinion piece, “The similarities between Pearl Harbor and Bernie Madoff” is featured in Pensions & Investments.
InvestHedge explores MPI’s “Madoff: A Tale of Two Funds” quantitative analysis and the impact of Madoff’s fraudulent returns on hedge fund indices.
Michael Markov interviewed by Financial News: “as long ago as 2006 MPI concluded that Madoff’s were ‘most likely not real.'”
“…MPI, a quantitative-research firm, after an analysis in 2006 failed to find a legitimate strategy that matched his returns—though they were closely correlated with those of Bayou, a fraudulent hedge fund that had collapsed a year earlier.” MPI’s analysis of the Madoff fraud is featured in the Economist.
“…(MPI) was hired by a fund two years ago to look into Fairfield Sentry’s returns and found that it was “statistically impossible to replicate them.” New York Times article “In Fraud Case, Middlemen in Spotlight” discusses how MPI found warning signs in Madoff’s returns.
MPI’s Returns-Based Style Analysis (RBSA) is featured in CFA Magazine. See the full article here.
This article containing details on MPI and their innovative Dynamic Style Analysis (DSA) is published in The Financial Times, a UK’s international business newspaper.
MPI and Dynamic Style Analysis (DSA) are feature in the July issue of Banque & Finance, the leading banking publication in Geneva, Switzerland. Learn more about DSA here.