TY - JOUR T1 - Implementing a Simple Rule for Dynamic<br/>Stop-Loss Strategies JF - The Journal of Investing SP - 111 LP - 114 DO - 10.3905/joi.2012.21.4.111 VL - 21 IS - 4 AU - Julien Chevallier AU - Wei Ding AU - Florian Ielpo Y1 - 2012/11/30 UR - https://pm-research.com/content/21/4/111.abstract N2 - This article proposes a simple rule to implement dynamic stop-loss strategies in the case of a long-only S&amp;P 500 portfolio, that is a problem market participants such as pension funds have to ponder when investing in US equity. It is based on a Monte Carlo analysis, as advised in Phoa [1999].TOPICS: Equity portfolio management, pension funds, simulations ER -