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Lucas Wang: Stop-Loss Strategy

Hubert Pun; Hongmei Sun;

商品編號:9B16E023
出版日期:2016/07/07
再版日期:2016/07/07
商品來源:Ivey
商品主題:Management Science
商品類型:Case (Gen Exp)
涵蓋議題:efficient frontier;simulation;@RISK
難易度:4 - Undergraduate/MBA
內容長度:4 頁
地域:Canada
產業:
事件年度:2016

On February 29, 2016, an investor, who was a business school graduate, purchased one share of Tesla Motors, Inc. stock for $191.93. In doing so, the investor wondered what trading strategy should be followed over the next six months to maximize returns while minimizing risk. In choosing a strategy, he wanted to make good use of the knowledge gained from his financial analytics classes. To that end, he did not know if he should choose a buy and hold, or a stop-loss strategy with an optimal stop-loss threshold. The investor wondered how he would make this decision. Would a six month comparison of the stop-loss strategy with thresholds from 1 per cent to 99 per cent versus the buy and hold strategy resolve his dilemma?

教學手冊:8B16E023;
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