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Selected Works of Sergio Da Silva
Article
Stock Selection Based on Cluster Analysis
Economics Bulletin (2005)
  • Newton Da Costa Jr, Federal University of Santa Catarina
  • Jefferson Cunha, Federal University of Santa Catarina
  • Sergio Da Silva, Federal University of Santa Catarina
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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.
Keywords
  • Stock markets,
  • Cluster analysis
Disciplines
Publication Date
October, 2005
Publisher Statement
Economics Bulletin is open access
Citation Information
Newton Da Costa Jr, Jefferson Cunha and Sergio Da Silva. "Stock Selection Based on Cluster Analysis" Economics Bulletin Vol. 13 Iss. 1 (2005)
Available at: http://works.bepress.com/sergiodasilva/26/