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 4

SSRN RANKINGS

Top 4

in Total Papers Downloads

331,351

CITATIONS
Rank 16,855

SSRN RANKINGS

Top 16,855

in Total Papers Citations

20

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 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 (254)

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 (1,363)

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
ReSolve Asset Management, ReSolve Asset Management, ReSolve Asset Management and Cambria Investment Management
Downloads 3,116 (1,887)

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 (10,647)

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 (818)

Abstract:

10.

Finding Yield in a 2% World

Number of pages: 7 Posted: 04 Feb 2016
Meb Faber
Cambria Investment Management
Downloads 0 (605)

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 (593)

Abstract:

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