Enhancing portfolio decision-making: a capital asset pricing model-based clustering analysis

HIGHLIGHTS

• What: This study endeavors to fill this void by examining the synergy between the CAPM framework and clustering approaches, aiming to shed light on their potential synergies and implications for asset pricing and predictive modeling. (2) By clustering stocks based on features derived from the CAPM, the study aims to reveal diverse risk-return profiles. This approach provides potential investors with a fresh perspective on how various stocks converge, enabling them to make more informed investment decisions. By transforming these insights into actionable information, the analysis provides valuable guidance for financial practitioners seeking to optimize their investment . . .
  

   

  

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