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Podcast: The Meb Faber Show - Better Investing
Episode: A Quantitative Approach to Tactical Asset Allocation | #86
Description: Episode 86 is a solo-Meb show.It’s been 10 years since Meb wrote “A Quantitative Approach to Tactical Asset Allocation” which is the top-downloaded paper of all time on SSRN. In the coming weeks, we’re going to publish a retrospective on that paper in the Journal of Portfolio Management. So Meb thought this episode would be a good opportunity to revisit the original paper and perform his 10-year post mortem.Here’s the abstract of the new paper, and the backbone for what you’ll hear in this episode:“In this article, the author revisit...