Sökning: "Garib Yusupov"

Hittade 3 uppsatser innehållade orden Garib Yusupov.

  1. 1. Long Run Relationships between Base Metals, Gold and Oil

    Master-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Wenjia Duan; Garib Yusupov; [2010]
    Nyckelord :Commodities; Weak Exogeneity; VEC Granger Causality; Johansen Cointegration Test; Business and Economics;

    Sammanfattning : This paper investigates the possible presence of long-run relationships (cointegration) among base metals and between base metals, Crude oil and Gold, using the Johansen multivariate approach and VEC Engle-Granger causality tests. The commodities used are seven base metals: Aluminum, Aluminum Alloy, Copper, Nickel, Zink, and Tin (from the London Metal Exchange), Crude oil and Gold. LÄS MER

  3. 2. PERFORMANCE OF STOP-LOSS RULES VS. BUY-AND-HOLD STRATEGY

    Magister-uppsats, Lunds universitet/Företagsekonomiska institutionen

    Författare :Garib Yusupov; Bergsveinn Snorrason; [2009]
    Nyckelord :Stop-loss; Trailing Stop-loss; Buy-and-Hold; Behavioral Finance; Strategy; Management of enterprises; Företagsledning; management; Business and Economics;

    Sammanfattning : The purpose of this study is to investigate the performance of traditional stop-loss rules and trailing stop-loss rules compared to the classic buy-and-hold strategy. The evaluation criteria of whether stop-loss strategies can deliver better results are defined as return and volatility. LÄS MER

  4. 3. ”Contract-For-Difference” - en studie om den optimala faktiska marginalen

    Kandidat-uppsats, Lunds universitet/Nationalekonomiska institutionen

    Författare :Johan Elfgren; Garib Yusupov; [2008]
    Nyckelord :Leverage; CFD; Contract-For-Difference; säkerhetsmarginal; faktisk marginal; hävstång; margin; real margin; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

    Sammanfattning : We have two aims with this thesis. The first aim is to describe CFD as a financial instrument in detail by highlighting its potentials and disadvantages. The second aim is to try to find the optimal real margin for each of the underlying stocks. We have adopted an inductive approach, combined with a quantitative method. LÄS MER