Here's an example of using proportional editing technique to twist the cube, and then bend modifier, to create a mobius object.  I used "remove doubles" to weld the ends together.  I'll do a tutorial for this if you need it.  The only difference here is that you won't have the same procedural access to the twisting process, as you would in the 3dsmax modifier stack.  However, once you have your twist, you really don't need continued access to it, unless you decide you want to change the number of twists later on.

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