Here’s Why Brown Beat Every Ivy League Endowment
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.
Press
MPI solutions and research are frequently featured in a number of financial and investment media outlets.
Why Brown Is Beating the Other Ivies
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.
The Real Return Driver Behind Brown University’s FY20
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.
Ivy League Endowments Underperform 60-40 Portfolio, Again
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.
Ivy Endowments Underperform for Second Year in a Row
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.
Is the importance of Quantitative Analysis Growing in the Wake of Coronavirus?
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 on “robos” use of Risk Parity
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.
Some Quants Fear More Deleveraging to Come
“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.
Harvard and Yale Are No Match for the Bears
“…how was it possible for so many endowments to make bad choices among private equity and venture capital funds? The following chart from Markov suggests that it is down to outlandishly wide variations in performance within the private equity/venture capital world,” writes John Authers about MPI’s research in his opinion piece on Bloomberg.
If the Ivy League Can’t Get This Right, Who Can?
“Last year was a great one for private equity and venture capital, but Ivy League endowments, with their huge allocations to alternative investments, didn’t all benefit, according to MPI.,” writes Julie Segal about MPI’s research in her article in Institutional Investor.