An analysis of dollar cost averaging and market timing investment strategies
Year of publication: |
2020
|
---|---|
Authors: | Kirkby, J. Lars ; Mitra, Sovan ; Nguyen, Duy |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 286.2020, 3 (1.11.), p. 1168-1186
|
Subject: | Dollar cost averaging | Downside risk | Market timing | Risk management | Risk measurement | Upside risk | Risikomanagement | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory | Risikomaß | Risk measure | Zeit | Time |
-
Equity premia and state-dependent risks
Bouaddi, Mohammed, (2015)
-
Modelling extreme risk of the financial index (J580) using the general Pareto distribution
Jakata, Owen, (2019)
-
Risky risk measures : a note on underestimating financial risk under the normal assumption
Goodfellow, Christiane, (2016)
- More ...
-
Full‐fledged SABR Through Markov Chains
Cui, Zhenyu, (2019)
-
A general framework for time-changed Markov processes and applications
Cui, Zhenyu, (2019)
-
Cui, Zhenyu, (2017)
- More ...