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ID 44790
JaLCDOI
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タイトル(別表記)
Validation of Dollar cost averaging investment method
フルテキストURL
著者
田路 正幸 岡山大学大学院環境学研究科
笛田 薫 岡山大学環境理工学部 Kaken ID publons researchmap
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.
キーワード
Dollar cost averaging
investment
Monte Carlo simulation
Stock price index
備考
研究論文 環境数理工学科
出版物タイトル
岡山大学環境理工学部研究報告
発行日
2011-03-18
16巻
1号
出版者
岡山大学環境理工学部
出版者(別表記)
Faculty of Environmental Science and Technology, Okayama University
開始ページ
1
終了ページ
5
ISSN
2185-3347
NCID
AN10529213
資料タイプ
紀要論文
OAI-PMH Set
岡山大学
言語
Japanese
論文のバージョン
publisher
NAID
Eprints Journal Name
fest