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A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING
10 references·3 citing·43 second hop
A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING (2003)A CONTINUOUS-TIME REEXAMINATION OF DOLLAR…Brownian Motion and Stochastic Calculus (1998)Brownian Motion and Stochasti…Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution (1998)Asian Options, the Sum of Log…Pricing European average rate currency options (1992)Pricing European average rate…Nobody Gains from Dollar Cost Averaging Analytical, Numerical and Empirical Results (1992)Nobody Gains from Dollar Cost…Continuous-time finance (1992)Continuous-time financeA Quick Algorithm for Pricing European Average Options (1991)A Quick Algorithm for Pricing…Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market (1988)Inefficient Dynamic Portfolio…Prospect Theory: An Analysis of Decision under Risk (1979)Prospect Theory: An Analysis …A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy (1979)A Note on the Suboptimality o…Minimax Policies for Selling an Asset and Dollar Averaging (1971)Minimax Policies for Selling …An Analysis of Dollar Cost Averaging and Market Timing Investment Strategies (2020)An Analysis of Dollar Cost Av…AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (2012)AN EXPLICIT OPTION-BASED STRA…Within-horizon exposure to loss for dollar cost averaging and lump sum investing (2005)Within-horizon exposure to lo…The Pricing of Options and Corporate Liabilities (1973)A Closed-Form Approximation for Valuing Basket Options (1998)Spectral Expansions for Asian (Average Price) Options (2004)Financial valuation of guaranteed minimum withdrawal benefits (2005)Theory of rational option pricing (2005)Brownian Motion and Stochastic Calculus (2007)An equilibrium characterization of the term structure (1977)Option pricing: A simplified approach (1979)Long Forward and Zero-Coupon Rates Can Never Fall (1996)Currency Orders and Exchange Rate Dynamics: An Explanation for the Predictive Success of Technical Analysis (2003)Choosing Outcomes versus Choosing Products: Consumer-Focused Retirement Investment Advice (2008)The valuation of options for alternative stochastic processes (1976)THE VALUE OF AN OPTION TO EXCHANGE ONE ASSET FOR ANOTHER (1978)Foreign currency option values (1983)A new PDE approach for pricing arithmetic average Asian options (2001)Pricing Asian and basket options via Taylor expansion (2002)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)An empirical examination of the effectiveness of dollar-cost averaging using downside risk performance measures (2003)Dollar-Cost Averaging and Prospect Theory Investors: An Explanation for a Popular Investment Strategy (2011)Review on behavioral economics and behavioral finance (2020)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Optimal Multiperiod Portfolio Policies (1968)Does loss aversion explain dollar-cost averaging? (2001)The Market for Securities: Substitution Versus Price Pressure and the Effects of Information on Share Prices (1972)A Random Walk Down Wall Street (1973)Multiperiod Consumption-Investment Decisions (1975)A Behavioral Framework for Dollar-Cost Averaging (1995)Autocorrelated Returns and Optimal Intertemporal Portfolio Choice (1997)Influence of risk propensity, behavioural biases and demographic factors on equity investors' risk perception (2022)Options: A Monte Carlo approach (1977)Efficient Procedures for Valuing European and American Path-Dependent Options (1993)Monte Carlo methods for security pricing (1997)Simulation and the Monte Carlo Method (2016)The Design of Financial Systems: Towards a Synthesis of Function and Structure (2004)Rational Inattention and Portfolio Selection (2007)Interest‐Rate Modelling (2014)The Framing of Decisions and the Psychology of Choice (1981)Advances in prospect theory: Cumulative representation of uncertainty (1992)Explicating dynamic capabilities: the nature and microfoundations of (sustainable) enterprise performance (2007)Does Option Compensation Increase Managerial Risk Appetite? (2000)Range‐Based Estimation of Stochastic Volatility Models (2002)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)
this work references cited by second hop

References

  • 1979Prospect Theory: An Analysis of Decision under Risk48,459 cited
  • 1998Brownian Motion and Stochastic Calculus2,075 cited
  • 1991A Quick Algorithm for Pricing European Average Options424 cited
  • 1992Pricing European average rate currency options331 cited
  • 1998Asian Options, the Sum of Lognormals, and the Reciprocal Gamma Distribution264 cited
  • 1988Inefficient Dynamic Portfolio Strategies or How to Throw Away a Million Dollars in the Stock Market246 cited
  • 1992Continuous-time finance190 cited
  • 1979A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy111 cited
  • 1992Nobody Gains from Dollar Cost Averaging Analytical, Numerical and Empirical Results40 cited
  • 1971Minimax Policies for Selling an Asset and Dollar Averaging29 cited

Cited by

  • 2020An Analysis of Dollar Cost Averaging and Market Timing Investment Strategies21 cited
  • 2012AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING19 cited
  • 2005Within-horizon exposure to loss for dollar cost averaging and lump sum investing19 cited

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