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An alternative perspective on investing in mining stocks, credit bonds and statistical arbitrage strategies

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Academic year: 2020

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Table 2.2: Summary statistics
Figure 2.1: Performance of mining stocks, metals and equity markets Mining stocks are reported as a value weighted portfolio, metals with spot prices and equity markets with a portfolio of global stocks as calculated by Fama and French (2012)
Table 2.4: Regressions significance
Table 2.6: Sensitivity by area and size
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Outline

Methodology Empirical implementation Mathematical formulations of operational definitions Review of strategies Definition of SA strategy Appendix to Chapter 4

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