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Within-horizon exposure to loss for dollar cost averaging and lump sum investing
7 references·0 citing·28 second hop
Within-horizon exposure to loss for dollar cost averaging and lump sum investing (2005)Within-horizon exposure to loss for dolla…Beyond Markowitz (2005)Beyond MarkowitzAn empirical examination of the effectiveness of dollar-cost averaging using downside risk performance measures (2003)An empirical examination of t…A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING (2003)A CONTINUOUS-TIME REEXAMINATI…The Mismeasurement of Risk (2002)The Mismeasurement of RiskLump-Sum Investing versus Dollar-Averaging (1994)Lump-Sum Investing versus Dol…Nobody Gains from Dollar Cost Averaging Analytical, Numerical and Empirical Results (1992)Nobody Gains from Dollar Cost…A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy (1979)A Note on the Suboptimality o…VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS (1976)A Simple Approach to Valuing Risky Fixed and Floating Rate Debt (1995)Value at Risk (2001)The Role of Real Estate in an Institutional Investor's Portfolio Revisited (2004)Alpha Hunters and Beta Grazers (2005)Valuation of intergenerational transfers in funded collective pension schemes (2007)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)Financial Performance of Government Bond Portfolios Based on Environmental, Social and Governance Criteria (2019)An Analysis of Dollar Cost Averaging and Market Timing Investment Strategies (2020)The performance of social responsible investing from retail investors' perspective: international evidence (2020)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Dollar-Cost Averaging and Prospect Theory Investors: An Explanation for a Popular Investment Strategy (2011)A Quick Algorithm for Pricing European Average Options (1991)Brownian Motion and Stochastic Calculus (1998)AN EXPLICIT OPTION-BASED STRATEGY THAT OUTPERFORMS DOLLAR COST AVERAGING (2012)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)Influence of risk propensity, behavioural biases and demographic factors on equity investors' risk perception (2022)Portfolio Selection (1952)Individual optimal pension allocation under stochastic dominance constraints (2016)A test of traditional and psychometric relative risk tolerance measures on household financial risk taking (2019)Personalized goal-based investing via multi-stage stochastic goal programming (2019)Autocorrelated Returns and Optimal Intertemporal Portfolio Choice (1997)Dollar Cost Averaging (2005)
this work references cited by second hop

References

  • 1979A Note on the Suboptimality of Dollar-Cost Averaging as an Investment Policy111 cited
  • 2005Beyond Markowitz108 cited
  • 2002The Mismeasurement of Risk80 cited
  • 1994Lump-Sum Investing versus Dollar-Averaging78 cited
  • 1992Nobody Gains from Dollar Cost Averaging Analytical, Numerical and Empirical Results40 cited
  • 2003An empirical examination of the effectiveness of dollar-cost averaging using downside risk performance measures35 cited
  • 2003A CONTINUOUS-TIME REEXAMINATION OF DOLLAR-COST AVERAGING26 cited

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