Meb Faber Research – Stock Market and Investing Blog

I started out my undergraduate at the University of Virginia in Aerospace Engineering. After a year or so in that track (and a summer internship at Lockheed where all I did was play on the corporate softball team), I decided that aerospace was definitely not for me. (My childhood astronaut fantasies certainly were not the same as...

I am excited to announce a new feature to World Beta readers - a weekly review of some of the top academic working papers in quant research.I mentioned AlphaLetters a few weeks ago when discussing a paper that CXO had reviewed. AlphaLetters is a bi-weekly subscription newsletter focused on summarizing the deluge of quant-based working papers in investment...

(Note: Original table is corrected, thanks for the heads up)CBOE just introduced a new PutWrite index to complement their BXM covered call strategy. I imagine this data would be A LOT different had the start date been one year prior (instead of the Summer 1988 date they use).I have blogged about options writing before, and here is an...

Foreign markets, especially London, continue to innovate with listed alternatives far more than the US. The US just recently listed the first quasi-hedge fund (GLRE), although there is news that Man is preparing to list the first true hedge fund in the US.(Although I must say I am looking forward to returning to the "cheaper" cities of NYC...

Thought this picture was interesting. . .full text here.

I don't know how CXO does it, I really don't. They consistently churn out great reviews of cutting edge academic papers. In a recent review, CXO takes a look at a Andrew Lo paper titled, Financial Econometrics. An interesting aside, here is the book(s) that forever altered Lo's college career choice towards economics. :Paul Samuelson's...

It has been slightly more than 5 months since I started my blogging experiment, and today is officially my 100th post! (It certainly feels much longer than that.) It is a bit surreal to be in a London cafe right now, having just polished off some of the best dim sum I have ever had after watching my...

Finally

If you live or work in London, drop me a line. I am in town for a couple of speaking engagements. Battle of the Quants, June 14IRC Asset Allocation Summit, June 18-22If anyone is attending either conference, please introduce yourself!

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