Advanced Search
MyIDEAS: Login

Stock selection based on cluster analysis

Contents:

Author Info

  • Sergio Da Silva

    ()
    (Department of Economics, Federal University of Santa Catarina)

  • Jefferson Cunha

    ()
    (Department of Economics, Federal University of Santa Catarina)

  • Newton Da Costa, Jr

    ()
    (Department of Economics, Federal University of Santa Catarina)

Abstract

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.

Download Info

If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
File URL: http://www.accessecon.com/pubs/EB/2005/Volume13/EB-05M20001A.pdf
Download Restriction: no

Bibliographic Info

Article provided by AccessEcon in its journal Economics Bulletin.

Volume (Year): 13 (2005)
Issue (Month): 1 ()
Pages: 1-9

as in new window
Handle: RePEc:ebl:ecbull:eb-05m20001

Contact details of provider:

Related research

Keywords:

Other versions of this item:

Find related papers by JEL classification:

References

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
as in new window
  1. repec:ebl:ecbull:v:7:y:2005:i:3:p:1-9 is not listed on IDEAS
  2. Sergio Da Silva & Paulo Ceretta & Silvia Nunes & Newton Da Costa, Jr, 2005. "Stockmarket comovements revisited," Economics Bulletin, AccessEcon, vol. 7(3), pages 1-9.
Full references (including those not matched with items on IDEAS)

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. 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.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:ebl:ecbull:eb-05m20001. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (John P. Conley).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.