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LUCAS WANG: STOP-LOSS STRATEGY
內容大綱
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?
學習目標
This case is suitable for use in MBA and other graduate-level programs in courses on financial analytics and stock trading strategies. After completion of the case, students will be able to:<ul><li>evaluate stop-loss and buy and hold strategies;</li><li>calculate the lognormal model for a stock price;</li><li>determine an efficient frontier for stop-loss strategies;</li><li>use simulation to evaluate trading strategies and risk preference; and</li><li>use @RISK software to calculate returns.</li><ul>