Dollar-Cost Averaging with Yearly and Biyearly Installments
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References listed on IDEAS
- Leggio, Karyl B. & Lien, Donald, 2001. "Does loss aversion explain dollar-cost averaging?," Financial Services Review, Elsevier, vol. 10(1-4), pages 117-127.
- Brennan, M.J. & Solanki, R., 1981. "Optimal Portfolio Insurance," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 16(03), pages 279-300, September.
- repec:wsi:ijtafx:v:06:y:2003:i:02:n:s0219024903001888 is not listed on IDEAS
- Knight, John R. & Mandell, Lewis, 1992. "Nobody gains from dollar cost averaging analytical, numerical and empirical results," Financial Services Review, Elsevier, vol. 2(1), pages 51-61.
- Constantinides, George M., 1979. "A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 14(02), pages 443-450, June.
- Karyl Leggio & Donald Lien, 2003. "An empirical examination of the effectiveness of dollar-cost averaging using downside risk performance measures," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 27(2), pages 211-223, June.
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- repec:ods:journl:v:7:y:2018:i:2:p:95-103 is not listed on IDEAS
More about this item
Keywordsinvestment strategies; dollar-cost averaging; stock indices; rolling windows; investment time horizon; total gross returns; average gross returns;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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