Due Diligence in the Post-Madoff Era
On October 29, MPIÕs Jeff Schwartz will share his insights on ÒDue Diligence in the Post-Madoff EraÓ at the 3pm Annual Conference in Chicago, IL.
Corporate News
The latest information on our product and service enhancements, client wins and company moves.
New Directions in Manager Research, Portfolio Construction and Reporting
MPIÕs Alexandre Dussaucy will present on ÒNew Directions in Manager Research, Portfolio Construction and ReportingÓ at the CFA Institute European Investment Conference, October 21-23, 2009 in Frankfurt, Germany.
Keeping an Eye on Stable-Value and Long-Short Funds
Michael Markov shares his insights on risk with InvestmentNews. View MPI’s blog for recent risk and manager performance analysis.
Using Daily Returns To Identify Bond Fund Risks
Institutional Investor features Michael Markov’s opinion piece, “Using Daily Returns To Identify Bond Fund Risks”. View MPI’s quantitative analysis of the Oppenheimer Core Bond Fund here.
In Search of Alpha
Jeff Schwartz will speak on the ÒIn Search of AlphaÓ panel at the IMN Foundations and Endowments Summit on September 22-23, 2009 in North San Diego, CA.
“Researcher says Opco Core Bond Fund Trouble Obvious”
Michael Markov interviewed by Pensions & Investments: “There were plenty of red flags at Oppenheimer Core Bond that these states and other investors could have picked up on.” View MPI’s Oppenheimer Core Bond Fund analysis here.
Marcus evans Fund of Funds Summit
MPI’s Jeremy Bach participated in the panel session, ÒUncovering the Madoff FraudÓ alongside a team of industry experts who first discovered the Madoff scandal.
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.