Stock selection based on cluster analysis

Newton Da Costa (), Jefferson Cunha () and Sergio Da Silva ()
Additional contact information
Newton Da Costa: Department of Economics, Federal University of Santa Catarina
Jefferson Cunha: Department of Economics, Federal University of Santa Catarina

Economics Bulletin, 2005, vol. 13, issue 1, pages 1-9

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: Cluster Analysis; Stocks (search for similar items in EconPapers)
JEL-codes: M2 G1 (search for similar items in EconPapers)
Date: 2005 Written 2005-10-06
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Working Paper: Stock Selection Based on Cluster Analysis (2005)
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