The Meb Faber Show - Better Investing

The Best Investment Writing Volume 5: Selected Writing from Prominent Investors and Authors

Dec 27, 2021

03:46:42

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Highlights

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Episode notes

The Long and Short Legs of Low Risk and Value Strategies

02:45

Long and Short Dimensions of Factor Premiums

05:38

How to Automatically Change the Speed of a Time Series Momentum Signal

03:42

Introduction

4min

How to Automatically Change the Speed of a Time Series Momentum Signal

4min

The Impact of Trend Brakes on Trend Performance

2min

Turning Points Reflect Different Information Not Transmitted by Return Volatility

2min

A Dynamic Approach to Multi Aset Trend Following Portfolios

4min

A Simple Time Severe Momentom Strategy

5min

The Negative Relationship Between Turning Points and Trend Following Performance

3min

The Dynamic Trend Following Methodology of Garkitoll Two Thousand 19

5min

The Performance of a Multi Acid Traporfolio and a Staric Trap Strategy

3min

10.

Value Investing and Examination of the One Thousand Largest Firms

2min

11.

Value Investing Is Dead

6min

12.

The Value Growth Differential Is Not Negligible

2min

13.

Value Investing - What Happened in 20 20?

4min

14.

The History of Basket Ball

3min

15.

The Philosophy Behind Value Investing

2min

16.

Is Value Investing Stopping Working?

4min

17.

Why Are Value Stocks Not Fading?

4min

18.

The Key Concepts of Value in the Digital Age

2min

19.

Inter Operatability - The New School Business Concept

2min

20.

The Fade Rate for Business Returns on Capital Has Changed

2min

21.

Vanguard's Megatrend Series

2min

22.

Productivity, a Paradox for the Ages

2min

23.

Productivity and the Information Age

5min

24.

Innovation Is the Building Block of Innovation

3min

25.

The Idea Multiplier and Industry Productivity

3min

26.

The Idea Multiplier and Productivity Growth

5min

27.

How to Calculate the Idea of Diffusion Index

2min

28.

Global Share of Ideas Drives Productivity Growth

4min

29.

Passive Aggressive Investing in Bonds to Day Turns Prudence on Its Head

1min

30.

Fixedincum Bond Management - The Bums Problem

5min

31.

Corporate Financing Behavior Driving Up Duration

3min

32.

Fixed Income Markets - What Can Fixed Income Investors Do?

5min

33.

A Quick Survey of Broken Asset Class Returns Introduction

2min

34.

Is Value Investing Dead?

4min

35.

Breaked Asset Classes in the Capital Markets

5min

36.

Assa Class Breakdowns - What's Next?

5min

37.

The Importance of Preparing Clients for Assa Class Deaths

4min

38.

The Benefits of Global Equity Diversification

2min

39.

Global Equity Diversification - A Great Strategy for Investors

6min

40.

Japan and the Risks of Home Bias

2min

41.

The US Dollar and the Global Equity Landscape

6min

42.

How Revenue Growth and Distributions Drive Equity Returns

4min

43.

Value Creators and Value Destroyer Quadrants

6min

44.

Growth Multiples and Value Multiples - The Best Path to Making Returns

2min

45.

The Year Is 20 20. We Are Value Investors

6min

46.

Value Is Very Cheap in Relative Space

5min

47.

What Will Drive Mean Reversion for Value?

2min

48.

Taking the Leap Into Value

5min

49.

Long Short Factor Portfolios - The Long and Short Legs

3min

50.

Long and Short Dimensions of Factor Premiums

6min

51.

The Long and Short Legs of Low Risk and Value Strategies

3min

52.

Diversifying Diversification, Managing Risk, With a Portfolio of Insurance

2min

53.

Diversifying Diversification Strategies

1min

54.

Insurane Security - The Risk Mitigation Strategy

2min

55.

The Trend Following Aspect of Options Trading

2min

56.

The Reliability of Put Options in the 500 Index

2min

57.

How Did I Become a Myth Buster?

5min

58.

Beware of the Ninja

6min

59.

Investing in China Is a Good Idea

4min

60.

Myth Number Six, Central Bankers Can Get Us Out of Any Scrape

5min

61.

Liquidity Matters

4min

62.

Myth Number Nine, We Will Be in a Low Return Environment in the Near Future

6min

63.

Crisis Investing - What if the Market Turns?

2min

64.

During Crisis Periods, Investors and Lenders Panic

5min

65.

Taking Advantage of the Next Crisis Through Private Equity and Distress Debt Allocations

3min

66.

Distressed Investing Under Performd Multi Factor Model

3min

This year, we’re bringing you the entire volume of The Best Investment Writing Volume 5 in podcast format. You’ll hear from some of the most respected money managers and investment researchers all over the world.

Contributors:

(2:36) - Campbell Harvey and Michele Mazzoleni, Research Affiliates – Breaking Bad Trends

(31:17) - Jack Vogel, Alpha Architect – Value Investing: An Examination of the 1,000 Largest Firms

(45:09) - Brian Barish, Cambiar Investors – The Virus Plaguing Value

(1:03:55) - Andrew Patterson, Vanguard – The Idea Multiplier: An acceleration in innovation is coming

(1:29:25) - Peter Chiappinelli, GMO – The Passive Aggressive Agg, Revisited

(1:43:26) - Amie Ko, Research Affiliates – A Quick Survey of “Broken” Asset Classes

(2:02:09) - Sean Duffin, Cambridge Associates – Benefits of Global Diversification

(2:18:50) - Greg Obenshain, Verdad Advisers – Sales and Distributions: How revenue growth and distributions drive equity returns

(2:29:35) - John Pease, GMO – Value: If Not Now, When?

(2:48:03) - David Blitz, Pim van Vliet & Guido Baltussen, Robeco – When Equity Factors Drop Their Shorts

(3:00:06) - Vineer Bhansali, LongTail Alpha – Diversifying Diversification: Downside Risk Management with Portfolios of Insurance Securities

(3:09:50) - Laurence Siegel, CFA Institute Research Foundation – Debunking Nine and a Half Myths of Investing

(3:37:35) - Dan Rasmussen, Verdad Advisers – Crisis Investing: How To Maximize Return During Market Panics

Click here to listen to Volume 4

Click here to listen to Volume 3

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