10 Tuesday AM Reads
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.
Press
MPI solutions and research are frequently featured in a number of financial and investment media outlets.
Which Funds Are Riding Facebook Higher? Watch Turner, Fidelity
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.
IMCA awards prize in first academic paper competition
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.
As ‘Fiscal Cliff’ Nears, Matthew 25 Fund Seen Getting Defensive, But Not Yacktman
Barron’s “Focus on Funds” column highlights MPI’s systematic surveillance of mutual funds in the lead up to the Fiscal Cliff.
Legg Mason Extends MPI Tools to DCIO Platform
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.
Legg Mason and MPI
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.
New Tech Improves Consultants’ Manager Eval Capabilities
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.
Hedge fund replication strategies come of age: Rise of the clones
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.
These Funds Were QE3’s Biggest Winners (And One Loser)
Barron’s Brendan Conway covers MPI’s research on mutual funds that gained the most during the Fed’s QE3 announcement. Learn more about MPI’s insights here.
When An Underperforming Fund Is A Good Thing
Barron’s “Focus on Funds” covers MPI’s research post, “Alpha and Excess Return: Not Synonymous”.