Linda Margarita Medina Herrera () (Tecnológico de Monterrey, Campus Ciudad de México) Ricardo Mansilla C. () (Universidad Nacional Autónoma de México)
Abstract
This paper exhibits the economic taxonomy of a minimal spanning tree constructed from the correlation matrix of daily returns of 65 stocks traded at the Bolsa Mexicana de Valores during a 8-year trading period. This paper also makes a classification of the risk and returns of these stocks depending on the distances in the tree to the central vertex (mass center)
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