ResearchApril 19, 2026·11 min read

How Many Stocks Make a Diversified Portfolio

Textbooks say 10 to 20. Statman said 30 to 40. Campbell and co-authors said 50. The number keeps moving, and the reason is interesting.

Ask three finance textbooks how many stocks a diversified portfolio needs and you will get three answers. The disagreement is not sloppiness. The right number depends on what you are trying to diversify away, and on when the study was run.

Evans and Archer, in 1968, found that most of the reduction in unsystematic variance arrives by about eight stocks. Elton and Gruber put it near 15. Then in 1987 Meir Statman argued in the Journal of Financial and Quantitative Analysis that a well-diversified portfolio of randomly chosen stocks needs at least 30 names for a borrowing investor and 40 for a lending one, directly contradicting the idea that the benefits are exhausted around ten.

The number then moved again, and for a reason worth understanding. Campbell, Lettau, Malkiel and Xu documented in the Journal of Finance that firm-level volatility rose relative to market volatility between 1962 and 1997, while correlations between individual stocks fell. Same market, more idiosyncratic noise per stock, so more stocks needed to average it out. Their figure: around 20 names achieved in the 1960s what took about 50 by the turn of the century.

Domian, Louton and Racine pushed further with a different question. Instead of variance, they measured shortfall risk over a 20-year holding period, the chance of ending below a target. Their answer, in a paper whose title says it plainly, is that 100 stocks are not enough.

There is no single correct number, and that is the teachable point. The answer depends on the horizon, on whether you care about variance or about the bad tail, and on the market regime you are in. What all four studies agree on is the direction: whatever number you had in mind, it is probably too low.

Educational material. Not investment advice.

Sources

Every figure in this article comes from one of these publications. If something looks off, check the source before you take our word for it.

  1. How Many Stocks Make a Diversified Portfolio?Journal of Financial and Quantitative Analysis 22(3), Meir Statman · 1987
  2. Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (PDF)NBER Working Paper 7590 / Journal of Finance 56(1), Campbell, Lettau, Malkiel and Xu · 2001
  3. How Many Stocks Are Sufficient for Equity Portfolio Diversification? A Review of the LiteratureJournal of Risk and Financial Management 14(11) · 2021

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