Essec\Faculty\Model\Contribution {#2233 ▼
#_index: "academ_contributions"
#_id: "7175"
#_source: array:26 [
"id" => "7175"
"slug" => "7175-stop-loss-strategies-market-volatility-and-crashes"
"yearMonth" => "1997-08"
"year" => "1997"
"title" => "Stop-loss Strategies, Market Volatility and Crashes"
"description" => "CHARLETY-LEPERS, P. et PORTAIT, R. (1997). Stop-loss Strategies, Market Volatility and Crashes. Dans: Conférence annuelle de l'European Economic Association. 
CHARLETY-LEPERS, P. et PORTAIT, R. (1997). Stop-loss Strategies, Market Volatility and Crashes. Dans "
"authors" => array:2 [
0 => array:3 [
"name" => "CHARLETY-LEPERS Patricia"
"bid" => "B00000096"
"slug" => "charlety-lepers-patricia"
]
1 => array:1 [
"name" => "PORTAIT Roland"
]
]
"ouvrage" => "Conférence annuelle de l'European Economic Association"
"keywords" => []
"updatedAt" => "2021-04-19 17:57:25"
"publicationUrl" => null
"publicationInfo" => array:3 [
"pages" => null
"volume" => null
"number" => null
]
"type" => array:2 [
"fr" => "Communications dans une conférence"
"en" => "Presentations at an Academic or Professional conference"
]
"support_type" => array:2 [
"fr" => null
"en" => null
]
"countries" => array:2 [
"fr" => null
"en" => null
]
"abstract" => array:2 [
"fr" => "A l'aide d'un modèle simple faisant intervenir deux groupes d'investisseurs, des agents averses au risque et des opérateurs "stop-loss", nous montrons que les derniers sont à l'origine d'instabilité des prix et peuvent provoquer des krachs boursiers , par ailleurs, la simple crainte de leur intervention augmente la volatilité et réduit les prix d'équilibre. A l'aide d'un modèle simple faisant intervenir deux groupes d'investisseurs, des agents averses au r "
"en" => "Using a simple model with two groups of agents, risk-averse, mean-variance and stop-loss investors, we find that active selling by the latter causes price instability and may cause crashes , moreover, even in the absence of active trading on their part, their presence increases the volatility and decreases the equilibrium price in the periods preceding their possible activity. Using a simple model with two groups of agents, risk-averse, mean-variance and stop-loss investors, "
]
"authors_fields" => array:2 [
"fr" => "Finance"
"en" => "Finance"
]
"indexedAt" => "2025-04-06T16:21:42.000Z"
"docTitle" => "Stop-loss Strategies, Market Volatility and Crashes"
"docSurtitle" => "Communications dans une conférence"
"authorNames" => "<a href="/cv/charlety-lepers-patricia">CHARLETY-LEPERS Patricia</a>, PORTAIT Roland"
"docDescription" => "<span class="document-property-authors">CHARLETY-LEPERS Patricia, PORTAIT Roland</span><br><span class="document-property-authors_fields">Finance</span> | <span class="document-property-year">1997</span> <span class="document-property-authors">CHARLETY-LEPERS Patricia, PORTAIT Roland</span><br><span cla "
"keywordList" => ""
"docPreview" => "<b>Stop-loss Strategies, Market Volatility and Crashes</b><br><span>1997-08 | Communications dans une conférence </span> <b>Stop-loss Strategies, Market Volatility and Crashes</b><br><span>1997-08 | Communications dans un "
"docType" => "research"
"publicationLink" => "<a href="#" target="_blank">Stop-loss Strategies, Market Volatility and Crashes</a>"
]
+lang: "fr"
+"_type": "_doc"
+"_score": 8.568191
+"parent": null
}
