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An Analysis of Dollar Cost Averaging and Market Timing Investment Strategies · Study

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ArticleAn Analysis of Dollar Cost Averaging and Market Timing Investment Strategies

Justin Kirkby2020

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Articlebronze2020

An Analysis of Dollar Cost Averaging and Market Timing Investment Strategies

Justin Kirkby · Sovan Mitra · Duy Nguyen

21 citations·0/0 files stored·European Journal of Operational Research

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Stochastic processes and financial applications Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

1973The Pricing of Options and Corporate Liabilities 1952PORTFOLIO SELECTION*1976Option pricing when underlying stock returns are discontinuous 2002A Jump-Diffusion Model for Option Pricing 1998The Variance Gamma Process and Option Pricing 2002The Fine Structure of Asset Returns: An Empirical Investigation 1997Processes of normal inverse Gaussian type 2002Non-Gaussian Merton-Black-Scholes Theory

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Year2020

Typearticle

Published2020-01-01

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations21

Files0 public / 0

ShelfStochastic processes and financial applications

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doi10.1016/j.ejor.2020.04.055

openalex_workW3028409945

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