Meb Faber

Cambria Investment Management

Managing Director

2321 Rosecrans Ave

Suite 4270

El Segundo, CA 90245

United States

http://www.cambriainvestments.com

  • Cambria Investment Management

SCHOLARLY PAPERS

11

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Rank 5

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392,675

SSRN CITATIONS
Rank 14,014

SSRN RANKINGS

Top 14,014

in Total Papers Citations

4

CROSSREF CITATIONS

61

Scholarly Papers (11)

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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 228,630 (1)
Citation 2

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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 68,270 (9)
Citation 23

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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 30,670 (55)
Citation 1

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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 19,608 (122)

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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 12,361 (289)

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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 8,582 (601)

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

7.

Finding Yield in a 2% World

Number of pages: 7 Posted: 04 Feb 2016
Meb Faber
Cambria Investment Management
Downloads 7,492 (773)

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

8.

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 6,994 (860)

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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 4,562 (1,844)

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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
Adam Butler, Mike Philbrick, Rodrigo Gordillo and Meb Faber
ReSolve Asset Management, ReSolve Asset Management, ReSolve Asset Management and Cambria Investment Management
Downloads 4,048 (2,295)
Citation 3

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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 1,458 (12,579)

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