MPI solutions and research are frequently featured in a number of financial and investment media outlets.
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.
Barron’s “Focus on Funds” column highlights MPI’s systematic surveillance of mutual funds in the lead up to the Fiscal Cliff.
Planadviser covers Legg Mason’s novel customization of MPI Stylus Web for its MPI Plan Analyzer report, an initiative to support plan advisors servicing and looking to win retirement business.
InvestmentNews’ technology reporter Davis Janowski writes about the novel way Legg Mason has customized MPI Stylus Web to help plan advisors better serve plan sponsors, including usage of Common Style and comparative reporting capabilities. See more about the case study on Investment News.
In an article by FundFire, institutional consultant correspondent Billy Nauman reports on Wurts & Associates’ implementation of MPI Stylus Pro to enhance qualitative capabilities, quoting Brian Rowe, Director of Manager Research at Wurts.
U.S. Editor of Hedge Funds Review Kris Devasabai highlights MPI research findings from a definitive pending study on hedge fund replication being undertaken in conjunction with NYU Professor Petter Kolm, Director of the Mathematics in Finance M.S. Program at the Courant Institute.