Development Management
Development Management
ISSN 2413-9610 e-ISSN 2663-2365 UDC 004; 005; 35; 336; 65
DOI: 10.57111/devt
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Natalia Chernova

Simon Kuznets Kharkiv National University of Economics

61166, 9A Nauka Ave., Kharkiv, Ukraine

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open access

Keywords: metals market, futures, risk, return, optimal portfolio, pairs trading, model, ratio, correlation, stationarity

Metals futures market: A comparative analysis of investment and arbitrage strategies

Lidiya Guryanova, Natalia Chernova

http://doi.org/10.21511/dm.17(4).2019.04

Suggested citation

Guryanova, L., & Chernova, N. (2019). Metals futures market: A comparative analysis of investment and arbitrage strategies. Development Management, 18(4), 42-54. http://doi.org/10.21511/dm.17(4).2019.04
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  • 14.01.2020
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  • Development Management - Volume 18, No. 4, 2019