Sökning: "Robin Erdestam"
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1. Efficiency of Stop-Loss Rules: An Empirical Study of the Swedish Stock Market
D-uppsats, Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiSammanfattning : Stop-loss rules, or predetermined policies for realizing losses based on past performance, are commonly used in the financial industry. Given the prevalence of these orders, we examine the efficiency of such stop-loss rules by measuring their marginal impact on expected return and risk, proxied by volatility, in comparison with the classic “buy-and-hold” portfolio strategy. LÄS MER
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