Marvin Schwartz Makes Bold Calls After Poor Year
MPI’s returns-based style analysis (RBSA) of the UBAM Neuberger Berman US Equity Value fund is featured in Citywire.
Press
MPI solutions and research are frequently featured in a number of financial and investment media outlets.
As FoHFs Seek Ways to Win the Liquidity and Risk Management Battle, Markov Releases Paper
Opalesque features MPI’s “Monitoring Daily Hedge Fund Performance When Only Monthly Data is Available” research paper which introduces an approach that enables investors to forecast daily returns in advance of monthly reporting.
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.
Asia Star Stands Firm on China Bias
Investors Scramble for Compensation and Clarity in the Fraud of the Century
InvestHedge explores MPI’s “Madoff: A Tale of Two Funds” quantitative analysis and the impact of Madoff’s fraudulent returns on hedge fund indices.
Madoff Claims “Too Good to be True”
Michael Markov interviewed by Financial News: “as long ago as 2006 MPI concluded that Madoff’s were ‘most likely not real.'”
Con of the Century
“…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 Found Warning Signs in Madoff’s Returns in 2006
“…(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.
Opalesque Exclusive
Cleaning Closets
MPI’s Returns-Based Style Analysis (RBSA) is featured in CFA Magazine. See the full article here.