Meb Faber

Cambria Investment Management

Managing Director

2321 Rosecrans Ave

Suite 4270

El Segundo, CA 90245

United States

http://www.cambriainvestments.com

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 11

SSRN RANKINGS

Top 11

in Total Papers Downloads

456,296

SSRN CITATIONS
Rank 18,575

SSRN RANKINGS

Top 18,575

in Total Papers Citations

15

CROSSREF CITATIONS

61

Scholarly Papers (11)

1.

A Quantitative Approach to Tactical Asset Allocation

The Journal of Wealth Management, Spring 2007
Number of pages: 70 Posted: 11 Feb 2007 Last Revised: 03 Mar 2014
Meb Faber
Cambria Investment Management
Downloads 269,436 (2)
Citation 12

Abstract:

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Asset Allocation, Tactical Asset Allocation, GTAA, Quantitative, Hedge

2.

Relative Strength Strategies for Investing

Number of pages: 22 Posted: 06 Apr 2010 Last Revised: 20 Apr 2010
Meb Faber
Cambria Investment Management
Downloads 81,012 (27)
Citation 26

Abstract:

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Tactical Asset Allocation, Stocks, Bonds, Real Estate, Quantitative, Momentum, ETFs, Commodities, GTAA

3.

Global Value: Building Trading Models with the 10 Year CAPE

Cambria Quantitative Research, No. 5, August 2012
Number of pages: 15 Posted: 21 Aug 2012 Last Revised: 13 Sep 2012
Meb Faber
Cambria Investment Management
Downloads 33,038 (120)
Citation 1

Abstract:

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Graham, Dodd, Shiller, PE, CAPE, Price to Earnings, Stocks, Trading Models, Bubbles

4.

Where the Black Swans Hide & the 10 Best Days Myth

Cambria – Quantitative Research Monthly, August 2011
Number of pages: 17 Posted: 14 Aug 2011
Meb Faber
Cambria Investment Management
Downloads 21,761 (265)

Abstract:

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black swans, outliers, stocks, bonds, real estate, markets

5.

Learning to Love Investment Bubbles: What if Sir Isaac Newton had been a Trendfollower?

Cambria – Quantitative Research, Issue 4, September 2011
Number of pages: 11 Posted: 07 Sep 2011
Meb Faber
Cambria Investment Management
Downloads 13,745 (626)

Abstract:

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South Sea, Tulipmania, Mississippi, investing, bubbles, bonds, currencies, commodities

6.

Learning to Play Offense and Defense: Combining Value and Momentum from the Bottom Up, and the Top Down

Number of pages: 10 Posted: 08 Oct 2015
Meb Faber
Cambria Investment Management
Downloads 10,034 (1,073)

Abstract:

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stocks, bonds, futures, hedging, tail, swan, risk, value, momentum, ETFs

7.

The Trinity Portfolio: A Long-Term Investing Framework Engineered for Simplicity, Safety, and Outperformance

CQR, Issue 9, June 2016
Number of pages: 24 Posted: 09 Jul 2016 Last Revised: 18 Jul 2016
Meb Faber
Cambria Investment Management
Downloads 8,622 (1,394)

Abstract:

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8.

Finding Yield in a 2% World

Number of pages: 7 Posted: 04 Feb 2016
Meb Faber
Cambria Investment Management
Downloads 7,868 (1,621)

Abstract:

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bonds, stocks, etfs, value, global, sovereign, high yield, income, foreign bonds

9.

What if 8% is Really 0%? Pension Funds Investing with Fingers-Crossed and Eyes Closed

Cambria Quantitative Research Monthly, Issue 2, June 2011
Number of pages: 9 Posted: 13 Jun 2011 Last Revised: 20 Jun 2011
Meb Faber
Cambria Investment Management
Downloads 4,729 (3,869)

Abstract:

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pension funds, endowments, bonds, stocks, Yale, Harvard, commodities, real estate, Japan

10.

Global CAPE Model Optimization

Number of pages: 17 Posted: 18 Oct 2012 Last Revised: 31 Oct 2012
ReSolve Asset Management, ReSolve Asset Management, ReSolve Asset Management and Cambria Investment Management
Downloads 4,429 (4,355)
Citation 2

Abstract:

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CAPE, Shiller, Faber, Butler, Philbrick, Gordillo, GestaltU, Portfolio Optimization, Volatility, Risk Parity, Minimum Variance, Target Volatility, Risk Budget, Volatility Budget, Low Volatility Anomaly

11.

Politics and Profit: Combining the Presidential Cycle and the January Effect

CQR, Issue 1, January 2010
Number of pages: 7 Posted: 13 Jun 2011
Meb Faber
Cambria Investment Management
Downloads 1,622 (21,654)

Abstract:

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