SSRN logo
Public User
Advanced Search

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

DOWNLOADS
Rank 4

SSRN RANKINGS

Top 4

in Total Papers Downloads

335,054

CITATIONS
Rank 16,882

SSRN RANKINGS

Top 16,882

in Total Papers Citations

20

Scholarly Papers (11)

Actions:
Email selected abstracts
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 161,641 (1)
Citation 17

Abstract:

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 44,570 (9)
Citation 2

Abstract:

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 24,939 (43)

Abstract:

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 14,587 (115)
Citation 1

Abstract:

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 9,582 (257)

Abstract:

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

6.

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 4,054 (1,378)

Abstract:

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

7.

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 3,116 (1,906)

Abstract:

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

8.

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 1,159 (10,751)

Abstract:

9.

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 0 (807)

Abstract:

10.

Finding Yield in a 2% World

Number of pages: 7 Posted: 04 Feb 2016
Meb Faber
Cambria Investment Management
Downloads 0 (613)

Abstract:

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

11.

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 0 (594)

Abstract:

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

Submit a Paper Section 508 Text Only Pages

Quick Links

Research Paper Series Conference Papers Partners in Publishing Organization Homepages Newsletter Sign Up

Rankings

Top Papers Top Authors Top Organizations

About

SSRN Objectives Network Directors Presidential Letter Announcements Contact us FAQs
Elsevier logo
Copyright Terms and Conditions Privacy Policy

Cookies are used by this site. To decline or learn more, visit our Cookies page. This page was processed by apollobot1 in 0.281 seconds

Relx Group logo