2024-06-01
2024-Q2
lbrty
LBRTY® EM strategy: empirical facts
How LBRTY® Emerging Markets reduces direct and indirect autocracy-risk exposure — empirical observations for institutional portfolios.
Recurring research
Diversification Dashboard
The Diversification Dashboard is TOBAM’s recurring research series — a quarterly (and thematic) lens on concentration, correlation structure, geopolitical risk, and cross-asset diversification, including Bitcoin.
Featured latest edition · 2024-Q2
LBRTY® EM strategy: empirical facts
How LBRTY® Emerging Markets reduces direct and indirect autocracy-risk exposure — empirical observations for institutional portfolios.
Archive
Quarterly editions and thematic notes — balanced coverage across Max Div, LBRTY® and Bitcoin.
2024-03-15
2024-Q1
maximum-diversification
The sensitivity to policy risk of Chinese A-shares
H-shares vs A-shares access, liquidity constraints, and implications for diversified emerging-market cores.
2024-01-20
2023-Q4
bitcoin-ecosystem
Digital Assets Update — Q4 2023
Bitcoin, major coins, and Bitcoin/blockchain-related equities — including the spot Bitcoin ETF approval wave.
2023-11-10
2023-Q4
lbrty
LBRTY® EM: outperformance & geopolitical events
LBRTY® as a hedge against financial aftershocks from crises triggered by authoritarian regimes.
2023-08-01
2023-Q3
lbrty
Authoritarian regimes and investment risk — Part 1
Measuring authoritarian exposure for stocks listed in democratic countries — identification and portfolio implications.
2023-04-12
2023-Q2
maximum-diversification
Is the concentration cycle coming to an end?
Interpreting recent market evolutions through cycles of concentration and deconcentration — without forecasting prices.
2022-11-01
2022-Q4
maximum-diversification
Maximum Diversification® vs Minimum Volatility
Are alternative weighting schemes more of the same — or truly different objectives for institutional cores?
2022-06-15
2022-Q2
bitcoin-ecosystem
Bitcoin and diversification in a cross-asset portfolio
The store-of-value thesis and Bitcoin’s role as a diversifier for long-horizon allocations.
2022-03-01
2022-Q1
maximum-diversification
The anatomy of record market concentration
Mega-cap concentration since 2015 — a US story that spilled into almost all cap-weighted equity indices.
Editorial cadence
- Target cadence: one major edition per quarter (March / June / September / December).
- Rotating pillars: Maximum Diversification®, LBRTY®, Bitcoin ecosystem.
- Off-cycle notes (digital updates, geopolitical events) remain catalogued here.
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