書誌事項
- タイトル別名
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- Validation of Dollar cost averaging investment method
- ドルコスト ヘイキンホウ オ モチイタ トウシ ノ ユウコウセイ ノ ケンショウ
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抄録
As a method of long term investment for private investor, the dollar cost averaging investment method is well known and seems to reduce the purchase cost because we purchase risk assets with same amount of monye every month, then we purchase many assets when the price of assets is low and few assets when the price is high. On the other hand, if the expectation of the return of the risk assets is positive, we have the maximum expectation of return when we purchase the risk assets with all of money to invest. To reduce the risk of investment, diversified investments are effective. However question whehter we use the dollar cost averaging investment method or investe money all at once to well-diversified risk assets remains. In this study, we validate the effecte of the ddollar cost averaging investment method by Monte Carlo simulation.
収録刊行物
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- 岡山大学環境理工学部研究報告
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岡山大学環境理工学部研究報告 16 (1), 1-5, 2011-03-18
岡山大学環境理工学部
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詳細情報 詳細情報について
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- CRID
- 1390572174776193024
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- NII論文ID
- 120002949470
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- NII書誌ID
- AN10529213
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- ISSN
- 21853347
- 13419099
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- NDL書誌ID
- 024660374
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- 本文言語コード
- ja
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- データソース種別
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- JaLC
- IRDB
- NDL
- CiNii Articles