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Sergio Da Silva, Jefferson Cunha and Newton Da Costa, Jr |
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''Stock selection based on cluster analysis'' |
( 2005, Vol. 13 No.1 ) |
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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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Keywords: |
JEL: M2 - Business Economics: General
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Manuscript Received : Sep 15 2005 | | Manuscript Accepted : Oct 06 2005 |
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