31 citations · 39 across the 2 of their papers we have counts for
2 papers
q-fin.ST2022★ 31 cited
Economic state classification and portfolio optimisation with application to stagflationary environments
Nick James, Max Menzies, Kevin Chin
Motivated by the current fears of a potentially stagflationary global economic environment, this paper uses new and recently introduced mathematical techniques to study multivariat…
q-fin.MF2021★ 8 cited
On the systemic nature of global inflation, its association with equity markets and financial portfolio implications
Nick James, Kevin Chin
This paper uses new and recently introduced mathematical techniques to undertake a data-driven study on the systemic nature of global inflation. We start by investigating country C…