Stock selection based on cluster analysis

We put forward a technique based on cluster analysis to group stocks in spot markets according to a risk-return criterion. We show how an informed investor will make money using the cluster analysis to select stocks of major companies from North and South America.

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Year of publication:	2005-10-06
Authors:	Silva, Sergio Da ; Cunha, Jefferson ; Newton Da Costa, Jr
Published in:	Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 13.2005, 1, p. 1-9
Publisher:	AccessEcon

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Extent:	application/pdf
Type of publication:	Article
Classification:	M2 - Business Economics ; G1 - General Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010629157