MPI solutions and research are frequently featured in a number of financial and investment media outlets.
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.
“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 reason behind Brown University’s endowment outperformance is not what most people think, according to an analysis from MPI. Read more from Julie Segal, in Institutional Investor.
In his latest article, Chief Investment Officer’s Michael Katz, explores MPI’s analysis of how Brown University’s endowment has managed to outperform its rivals in recent years.
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.
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.
ThinkAdvisor features MPI’s analysis on the FY20 Ivy Endowment results, with Brown standing out as the exception; beating a 60–40 portfolio of U.S. domestic stocks and bonds.
Markov Processes International president Jeff Schwartz weighs in on the changes and challenges institutional investors face during the Coronavirus pandemic in: “Is the importance of Quantitative Analysis Growing in Wake of Coronavirus?” for the Canadian Investment Review.
RIABiz article “Wealthfront CEO Andy Rachleff oversaw the insertion of leverage, hence risk into portfolios, which has been unrewarding in this market“ covers MPI’s risk parity research and interviews Megan Woods, MPI’s research director.
“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.