SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Minimax Policies for Selling an Asset and Dollar Averaging
5 references·3 citing·26 second hop
Minimax Policies for Selling an Asset and Dollar Averaging (1971)Minimax Policies for Selling an Asset and…The economics of uncertainty (1968)The economics of uncertaintyOptimal Multiperiod Portfolio Policies (1968)Optimal Multiperiod Portfolio…Capital Accumulation and Production for the Firm: Optimal Dynamic Policies (1965)Capital Accumulation and Prod…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…An Analysis of Dollar Cost Averaging and Market Timing Investment Strategies (2020)An Analysis of Dollar Cost Av…A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING (2003)A CONTINUOUS-TIME REEXAMINATI…Does loss aversion explain dollar-cost averaging? (2001)Does loss aversion explain do…Prospect theory: An analysis of decision under risk (1988)RATIONAL CHOICE AND THE FRAMING OF DECISIONS (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Prospect Theory: An Analysis of Decision under Risk (1979)A Quick Algorithm for Pricing European Average Options (1991)Brownian Motion and Stochastic Calculus (1998)Within-horizon exposure to loss for dollar cost averaging and lump sum investing (2005)AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (2012)A Linear Decision Rule for Production and Employment Scheduling (1955)Derivation of a Linear Decision Rule for Production and Employment (1956)Capital accumulation and the optimization of renewable resource models (1980)Bounds on the value of information in uncertain decision problems II (1983)Quality control and learning in productive systems (1983)PORTFOLIO SELECTION* (1952)The Pricing of Options and Corporate Liabilities (1973)Option pricing when underlying stock returns are discontinuous (1976)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)LIFETIME PORTFOLIO SELECTION BY DYNAMIC STOCHASTIC PROGRAMMING (1975)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Strategic Asset Allocation (2002)Equilibrium in Competitive Insurance Markets: An Essay on the Economics of Imperfect Information (1976)Facts and Fears: Understanding Perceived Risk (1980)An Analysis of the Principal-Agent Problem (1992)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)
this work references cited by second hop

References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,598 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,698 cited
  • 1968Optimal Multiperiod Portfolio Policies779 cited
  • 1968The economics of uncertainty297 cited
  • 1965Capital Accumulation and Production for the Firm: Optimal Dynamic Policies37 cited

Cited by

  • 2003A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING26 cited
  • 2020An Analysis of Dollar Cost Averaging and Market Timing Investment Strategies21 cited
  • 2001Does loss aversion explain dollar-cost averaging?20 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work