Helping the world’s leading institutional investors, consultants, asset managers & plan advisors achieve deeper insights that drive smarter investment decisions
Greater New York City Area
Joined February 2013
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Great discussion with @johnauthers protégé @annerquaye on #IvyLeague #endowments & how MPI's Transparency Lab keeps tabs on risk, allocations at elite schools employing #YaleModel. See their Points of Return column covering our latest Ivy Report Card
rb.gy/wmcmue
The Yale model that has enriched elite university endowments had a muted year, says @johnauthers. It will take more than that to shake a hugely successful long-term strategy trib.al/rbUvFrr
In this @ChiefInvOfficer article, our research shows that Ivy and elite #endowments are #risk takers and their portfolios are not particularly efficient. Read the report rb.gy/wmcmue
#Volatility #PrivateEquity #VentureCapital #HedgeFunds #AssetAllocation
U.S. College Endowments Gained 7.7% in Fiscal 2023, Although Suffer From Weak Alternatives Returns | Chief Investment Officer
ai-cio.com/news/u-s-college-…
Thanks @julie_segal, for covering our research, "FY2023 Ivy Report Card: #Volatility Laundering and the Hangover from #PrivateMarkets Investing." #Risk can be obscured, but can't be avoided. @Yale appears the best in one important metric. Read here rb.gy/wmcmue
Check out our annual report, "FY2023 Ivy Report Card: Volatility Laundering and the Hangover from Private Markets Investing". rb.gy/wmcmue
#VentureCapital #PrivateEquity #YaleModel #AssetAllocation
Thanks to @Luke_Clancy for covering our risk parity research in @RiskDotNet. Amidst a tough climate for the strategy, Luke's balanced take on the diverse strategies asset management teams adopt shines through.
Read our research rb.gy/98tx26 #RiskManagement #HedgeFunds
Risk parity caught in a storm of correlated assets hubs.li/Q02jNGbf0
MPI discussed the potential adoption of spot #Bitcoin #ETFs by the #WealthManagement industry & likely small sizing of initial allocations in pro-managed portfolios. Historical context was used to highlight typical limit in introducing new asset classes t.ly/ftj7F
Thank you to @Bloomberg and @johnauthers for highlighting our “Risk Parity Not Performing? Blame the Weather” research.
Check out all our research: rb.gy/f9bofz
#riskparity #riskmanagement #diversification #hedgefunds #volatility
Geopolitics matter, even to the Magnificent Seven, says @johnauthers. Dependency by the US and China on chips from TSMC may ease Big Tech's risk from the Taiwan election trib.al/pCuBjnZ
Our latest research “Risk Parity Not Performing? Blame the Weather”, was featured in @CAIAAssociation @Bloomberg @FT @etfcom @abnormalreturns. It delves into the unexpected influence of fixed income volatility and changing correlations on risk parity. rb.gy/b3wk3c
MPI retweeted
According to the Transparency Lab Project from @MarkovMPI, the Teacher Retirement System of Texas and the Public Employees' Retirement System of Nevada have posted the most consistent returns and hugged the benchmark over the last two decades 👉 ow.ly/4FeR50PSWng
In a @FundFire piece on our data on Texas Teachers and Nevada, we were humbled by this wonderful validation of our dynamic style analysis from the legendary William Sharpe: "I would pay serious attention to the results they produce."
fundfire.com/c/4270014/55282…
Our Transparency Lab's FY2023 Ivy League endowment projections are in. It was a much better year than 2022, thanks to strong equity and tech performance.
See our full analysis: bit.ly/3tptBKw
Has the @TRSofTexas become a benchmark for the pension industry? Long held out as one of the standouts, data from our Transparency Lab shows it is remarkably average.
Is that good or bad? Depends on your point of view.
Check out our latest research here: bit.ly/3ZyVlbJ
That you to @iimag for highlighting our research on pensions! For more information, please visit our Transparency Lab at bit.ly/3sPf3na. #TexasTeachers #pensions
Did you know that the Nevada Public Employees Retirement System has the most efficient portfolio among all large public pensions?
Visit our Transparency Lab and watch for our report on public pension efficiency and indexing next week.
bit.ly/3sPf3na
#pensions #Index
MPI retweeted
Idaho Endowment Investment Board reports 10.9% fiscal-year return pionline.com/endowments-and-… via @pensionsnews
MPI retweeted
"Our pensioners, members and beneficiaries can remain confident that their benefits are safe thanks to our prudent management and long-term perspective," he said. bit.ly/44f9xYd
As this recent @nytimesbusiness article, highlighting our proprietary endowment research, points out, there are many factors and risks within public pensions that many stakeholders don't recognize from standard reporting. Worth a read.
#pensions #risk
nytimes.com/2023/08/04/busin…
It is a credit to Oregon's state pension fund that it acknowledged in this @wweek article on our recent research that it likely understates portfolio risk. We have long believed that full transparency in pensions is important to all stakeholders.
wweek.com/news/2023/08/07/or…
Thank you to @jeffsommer for highlighting our research on the risks stakeholders might not see as pensions increase exposure to private equity.
Attracted by promises of high returns, many public pension funds have been loading up on private equity but may not fully appreciate the risks, our @jeffsommer says. nyti.ms/3OIPCfI