A carregar...
Publicação
The 21st century : cluster formation in the S&P 500
| Nome: | Descrição: | Tamanho: | Formato: | |
|---|---|---|---|---|
| 1.69 MB | Adobe PDF |
Autores
Orientador(es)
Resumo(s)
Since the beginning of the new millennium, investing in the stock market must have felt like a ride on the roller-coaster. The market went through every state between long-time troughs, trade suspensions and all-time highs.Such turbulent periods give all kinds of portfolio managers a hard time, with correlations of stock returns frequently varying. A deeper understanding of the dynamics within the market and the interlinkages between industry sectors is not only of added value to stock market participants, but also to policy makers,being responsible for implementing measures to counteract possible future macroeconomic imbalances. Therefore, this paper tries to uncover the community structure in the S&P 500 in the years 2000 through 2015 with additional focus on the effect of the Great Recession - especially on the financial sector.
Descrição
Palavras-chave
Contexto Educativo
Citação
Göbel, Maximilian e Tanya Araújo (2018). "The 21st century : cluster formation in the S&P 500". Instituto Superior de Economia e Gestão – REM Working paper nº 043 - 2018
Editora
ISEG - REM - Research in Economics and Mathematics