Stock Selection Based on Cluster Analysis

Newton C. A. da Costa · Jefferson da Cunha · Sérgio Da Silva

24 citations0/0 files storedRePEc: Research Papers in Economics

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Risk and Portfolio Optimization

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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