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The Meb Faber Show

Ready to grow your wealth through smarter investing decisions? With The Meb Faber Show, bestselling author, entrepreneur, and investment fund manager, Meb Faber, brings you insights on today’s markets and the art of investing. Featuring some of the top investment professionals in the world as his guests, Meb will help you interpret global equity, bond, and commodity markets just like the pros. Whether it’s smart beta, trend following, value investing, or any other timely market topic, each week you’ll hear real market wisdom from the smartest minds in investing today. Better investing starts here. For more information on Meb, please visit MebFaber.com. For more on Cambria Investment Management, visit CambriaInvestments.com.
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Now displaying: Page 1
Feb 21, 2022

Today’s guest is Laurens Swinkels, Robeco’s Head of Quant Strategy and one of my favorite authors.

In today’s episode, we walk through some of Laurens’ favorite research. We begin with the global market portfolio, how it’s evolved over time and where crypto fits in today. Then we talk about his research on factor performance dating back to the 19th century.

We also cover his framework for determining expected returns for all major asset classes and why he and his team decided to include climate change in that analysis for the first time this year.

Be sure to stick around until the end when we touch on sin stocks, ESG, and even the tokenization of real estate and other assets.

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Today’s episode is sponsored by MUD\WTR. MUD/WTR is a coffee alternative that supports your morning ritual without all the anxiety and jitters of coffee. Get your starter kit and free frother at mudwtr.com/meb and use code FABER for 15% off.

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  • (1:35) – Intro
  • (2:20) – Welcome to our guest, Laurens Swinkels
  • (3:57) – Laurens' research on the global market portfolio (papers here and here)
  • (11:15) – Link to Laurens’ research
  • (15:00) – Where does crypto fit in the global market portfolio?
  • (21:22) – Laurens’ research on global factor premiums since 1800 (link)
  • (28:09) – How investors should think about factor investing
  • (31:15) – Laurens’ research into sustainable investing, ESG and sin stocks
  • (42:38) – Robeco’s huge report on expected returns
  • (52:18) – Other areas Laurens is researching
  • (55:37) – Laurens' most memorable investment over his career
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