Stock selection based on cluster analysis
| Autor: | Newton da Costa Jr., Cunha, J., Da Silva, S. |
|---|---|
| Předmět: | |
| Zdroj: | Scopus-Elsevier Web of Science |
| Popis: | 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. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|