MPI ties up with Eurekahedge & BarclayHedge

Dynamic factor models power new hedge fund indices

HAMLIN LOVELL

Markov Processes International (MPI) and their clients contend that to stay relevant, indices should be representative and investable. There are reasons to question whether some existing indices meet either or both criteria, and clearly conflicts exist between the two objectives. Most existing indices are all inclusive, equally weighted and comprised of hard closed funds and a long tail of small funds, but it is not possible to access hard closed funds and not practical to maintain miniscule investments...

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