An optimal schedule for dollar cost averaging under different transaction costs

M. Khouja, R. P. Lamb

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)245-261
Number of pages17
JournalInternational Transactions in Operational Research
Volume6
Issue number2
DOIs
StatePublished - Mar 1999
Externally publishedYes

ASJC Scopus Subject Areas

  • Business and International Management
  • Computer Science Applications
  • Strategy and Management
  • Management Science and Operations Research
  • Management of Technology and Innovation

Keywords

  • Dollar cost averaging
  • Optimal transaction size
  • Transaction cost

Cite this