46 citations · 374 across the 23 of their papers we have counts for
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q-fin.PM2023★ 2 cited
Portfolio diversification with varying investor abilities
Nick James, Max Menzies
We introduce new mathematical methods to study the optimal portfolio size of investment portfolios over time, considering investors with varying skill levels. First, we explore the…
q-fin.PM2022★ 3 cited
On financial market correlation structures and diversification benefits across and within equity sectors
Nick James, Max Menzies, Georg A. Gottwald
We study how to assess the potential benefit of diversifying an equity portfolio by investing within and across equity sectors. We analyse 20 years of US stock price data, which in…