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Stock Selection Based on Cluster Analysis

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Author Info

  • Newton Da Costa Jr

    (Department of Economics, Federal University of Santa Catarina)

  • Jefferson Cunha

    (Department of Economics, Federal University of Santa Catarina)

  • Sergio Da Silva

    (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.

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File URL: http://128.118.178.162/eps/fin/papers/0509/0509022.pdf
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Bibliographic Info

Paper provided by EconWPA in its series Finance with number 0509022.

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Date of creation: 19 Sep 2005
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Handle: RePEc:wpa:wuwpfi:0509022

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Web page: http://128.118.178.162

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  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.
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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.

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