A Quantifying Method to Tactical Asset Mapping

To Journal of Wealth Management, Point 2007

70 Our Posted: 11 Feb 2007 Newest revised: 3 Mar 2014

See all articles by Meb Faber

Meb Faber

Cambria Investment Management

Date Written: February 1, 2013

Extract

In those paper we update our 2006 white paper “A Quantitative Approach to Tactical Facility Allocation” by new information off which 2008-2012 date. Wherewith well did the purpose of the original paper – to present a simple quantitative method that improves the risk-adjusted returning across various asset grades – holding up since publication? Overall, we find that the models have performed well with real-time, fulfilling equity like returns with bond how volatility and drawdowns. We also examine the effects of exits from the original system including adding more system classroom, introducing various portfolio allocations, plus implementing choose cash management strategies. Strategic Asset Allocation inside a Multi-Factor World Introduction to an ...

Keywords: Asset Allocation, Tactical Asset Allocation, GTAA, Quantitative, Cover

JEL Classification: C00, C10, C50, G00, G11

Suggestion Citation: Suggested Order

Faber, Meb, A Quantitative Approach to Tactical Asset Allocation (February 1, 2013). The Journal of Wealth Management, Spring 2007 , Available at SSRN: https://ssrn.com/abstract=962461