Equity-linked guaranteed minimum death benefits with dollar cost averaging

JL Kirkby, D Nguyen - Insurance: Mathematics and Economics, 2021 - Elsevier
In this paper, we analyze a form of equity-linked Guaranteed Minimum Death Benefit
(GMDB), whose payoff depends on a dollar cost averaging (DCA) style periodic investment …

An analysis of dollar cost averaging and market timing investment strategies

JL Kirkby, S Mitra, D Nguyen - European journal of operational research, 2020 - Elsevier
In this paper we present new theoretical and practical insights into the method of dollar cost
averaging (DCA) and averaging-style investment timing strategies, with a formal analysis of …

Do lump-sum investing strategies really outperform dollar-cost averaging strategies?

R Lu, VT Hoang, WK Wong - Studies in Economics and Finance, 2021 - emerald.com
Purpose The literature has demonstrated that lump-sum (LS) outperforms dollar-cost
averaging (DCA) in uptrend markets while DCA outperforms LS only when the asset price is …

Weighted and Pure Dollar-Cost Averaging Strategies in Various Asset Classes

T Lim, S Ong - IRC Conference on Science, Engineering and …, 2023 - Springer
Dollar-cost averaging (DCA) is a popular investment strategy for retail investors, but its
performance is generally inferior to lump-sum investing. In this study, we test modifications to …

The Dollar Cost Averaging, Lump Sum, and Value Averaging Strategies in Mutual Fund Investments

MM Zein, GS Darma - Quantitative …, 2023 - journal.mattawangmediatama.co.id
Investment strategy and portfolio management are crucial considerations when investing in
mutual funds. This research aims to analyze the effectiveness of achieving optimal returns …

Dollar-cost averaging with yearly and biyearly installments

M Bisceglia, P Zola - Journal of Applied Management and …, 2018 - ideas.repec.org
In this paper the authors considered Dollar-Cost Averaging (DCA) strategies with yearly and
biyearly installments and compared their gross returns with those of a lump-sum investment …

NUS High School of Mathematics and Science, Singapore, Singapore {h1810089, h1810121}@ nushigh. edu. sg

T Lim, S Ong - Proceedings of the 9th IRC Conference on …, 2023 - books.google.com
Dollar-cost averaging (DCA) is a popular investment strategy for retail investors, but its
performance is generally inferior to lumpsum investing. In this study, we test modifications to …

Does Market Timing Beat Dollar Cost Averaging?

Y He, J Wang - Journal of Finance Issues, 2022 - jfi-aof.org
This paper explores several methods for investing a series of monthly cash contributions in
an equity index, such as the S&P 500 or the Nikkei 225. The dollar cost averaging (DCA) …

PERFORMANCE ADVANTAGE ANALYSIS AND INVESTMENT MODE DESIGN OF IMPROVED VARIABLE-VALUE AVERAGING IN INVESTMENT APPLICATION …

MG Huang, WC Dai - Commerce & Management Quarterly, 2018 - search.proquest.com
The primary feature of value averaging is to make the invested fund regularly growing a
specified holding value. Because holding value will vary with the change in net value of …

Long-term Results of Timing Versus Buy and Hold in a Bull Market: A Comparative Study

TE Moore - 2020 - search.proquest.com
The topic of this research study was investment entrance strategies in exchange-traded
funds (ETF) during a bull market. The problem addressed in this study was that most active …