Un árbol de expansión mínima en la Bolsa Mexicana de Valores

Abstract

This paper exhibits the economic taxonomy of a minimal spanning tree constructed from the correlation matrix of daily returns of 65 stocks traded at the Bolsa Mexicana de Valores during a 8-year trading period. This paper also makes a classification of the risk and returns of these stocks depending on the distances in the tree to the central vertex (mass center)árbol de expansión mínima, matrices de correlación, análisis de portafolios