Search Results - subject:"Stop-loss strategy"

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Stop-loss rules and momentum payoffs in cryptocurrencies

Sadaqat, Mohsin; Butt, Hilal Anwar - In: Journal of behavioral and experimental finance 39 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014457474

Realization utility with stop-loss strategy

Yang, Chunpeng; Zhang, Zhanpei - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 261-275

Persistent link: https://www.econbiz.de/10012656291

Stop-loss strategies with serial correlation, regime switching, and transaction costs

Lo, Andrew W.; Remorov, Alexander - In: Journal of financial markets 34 (2017), pp. 1-15

Persistent link: https://www.econbiz.de/10011815030

Wertsicherungsstrategien für das Asset Management

Kluß, Norbert; Bayer, Marcus; Cremers, Heinz - 2005

The aim of portfolio insurance strategies is to put a floor on the value of a stock portfolio by progressively selling stocks and buy safe, short-term debt securities as stock prices fall. This paper analyzes the current static and dynamic methods in use and explains their pros and cons.

Persistent link: https://www.econbiz.de/10010298898

Wertsicherungsstrategien für das Asset Management

Kluß, Norbert; Bayer, Marcus; Cremers, Heinz - Frankfurt School of Finance and Management - 2005

Persistent link: https://www.econbiz.de/10005026998