An analysis of dollar cost averaging and market timing investment strategies
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Publication:2189909
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Cites work
- scientific article; zbMATH DE number 1742902 (Why is no real title available?)
- scientific article; zbMATH DE number 2107836 (Why is no real title available?)
- A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING
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- Dollar Cost Averaging
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- Option pricing when underlying stock returns are discontinuous
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- Reaching nirvana with a defaultable asset?
- Static hedging and pricing of exotic options with payoff frames
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- Valuing equity-linked death benefits in general exponential Lévy models
Cited in
(12)- Nonparametric density estimation and bandwidth selection with B-spline bases: a novel Galerkin method
- Closed-form option pricing for exponential Lévy models: a residue approach
- Should you stop investing in a sinking fund when it is sinking?
- An explicit option-based strategy that outperforms dollar cost averaging
- A data-driven framework for consistent financial valuation and risk measurement
- DOLLAR COST AVERAGING RETURNS ESTIMATION
- WITHDRAWAL SUCCESS ESTIMATION
- A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING
- Dollar Cost Averaging
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS
- Equity-linked guaranteed minimum death benefits with dollar cost averaging
- The profitability of online loans: a competing risks analysis on default and prepayment
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