A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING

DOI10.1142/S0219024903001888zbMath1079.91534MaRDI QIDQ5696847

Steven Eli Posner, Moshe Arye Milevsky

Publication date: 19 October 2005

Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)

zbMATH Keywords

portfolio theoryBrownian bridgesinvestments

Mathematics Subject Classification ID

Related Items (4)

AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING ⋮ DOLLAR COST AVERAGING RETURNS ESTIMATION ⋮ An analysis of dollar cost averaging and market timing investment strategies ⋮ WITHDRAWAL SUCCESS ESTIMATION

Cites Work

• Prospect Theory: An Analysis of Decision under Risk
• Minimax Policies for Selling an Asset and Dollar Averaging
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