Stock selection based on cluster analysis
AbstractWe 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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Bibliographic InfoArticle provided by AccessEcon in its journal Economics Bulletin.
Volume (Year): 13 (2005)
Issue (Month): 1 ()
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Other versions of this item:
- M2 - Business Administration and Business Economics; Marketing; Accounting - - Business Economics
- G1 - Financial Economics - - General Financial Markets
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- repec:ebl:ecbull:v:7:y:2005:i:3:p:1-9 is not listed on IDEAS
- Sergio Da Silva & Paulo Ceretta & Silvia Nunes & Newton Da Costa, Jr, 2005. "Stockmarket comovements revisited," Economics Bulletin, AccessEcon, vol. 7(3), pages 1-9.
- F. Lisi & E. Otranto, 2008. "Clustering Mutual Funds by Return and Risk Levels," Working Paper CRENoS 200813, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
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