Dollar Cost Averaging: An Effective Investment Strategy

Dollar cost averaging is a highly controversial investment strategy, which has lately gained popularity in midst of the debate. While it is increasingly recommended by scores of investment advisors, as an effective strategy; many academics argue that this strategy merely reduces risk, at the cost of...

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Main Author: Hussain, Muzzakir
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2006
Subjects:
Online Access:https://eprints.nottingham.ac.uk/20767/
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author Hussain, Muzzakir
author_facet Hussain, Muzzakir
author_sort Hussain, Muzzakir
building Nottingham Research Data Repository
collection Online Access
description Dollar cost averaging is a highly controversial investment strategy, which has lately gained popularity in midst of the debate. While it is increasingly recommended by scores of investment advisors, as an effective strategy; many academics argue that this strategy merely reduces risk, at the cost of the opportunity to earn higher returns. In addition, the increased popularity of the strategy amongst individual investors, have lead to claims, that it a product of irrational behaviour of investors. This dissertation will explore whether Dollar Cost Averaging is irrationality or an effective investment strategy for investors of all types with different risk tolerance levels. By means of risk adjusted return performance measures such as Sharpe, Sortino and Treynor's ratio, the research shows that Dollar Cost Averaging, not only significantly reduce the magnitude and chances of incurring losses, but also produces superior returns when compared to Lump Sum Investment strategy. In addition, a survey conducted shows that irrationality and ignorance of investors, investment advisors and academics has largely restricted the strategy from gaining the popularity it deserves.
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spelling nottingham-207672017-12-19T11:43:27Z https://eprints.nottingham.ac.uk/20767/ Dollar Cost Averaging: An Effective Investment Strategy Hussain, Muzzakir Dollar cost averaging is a highly controversial investment strategy, which has lately gained popularity in midst of the debate. While it is increasingly recommended by scores of investment advisors, as an effective strategy; many academics argue that this strategy merely reduces risk, at the cost of the opportunity to earn higher returns. In addition, the increased popularity of the strategy amongst individual investors, have lead to claims, that it a product of irrational behaviour of investors. This dissertation will explore whether Dollar Cost Averaging is irrationality or an effective investment strategy for investors of all types with different risk tolerance levels. By means of risk adjusted return performance measures such as Sharpe, Sortino and Treynor's ratio, the research shows that Dollar Cost Averaging, not only significantly reduce the magnitude and chances of incurring losses, but also produces superior returns when compared to Lump Sum Investment strategy. In addition, a survey conducted shows that irrationality and ignorance of investors, investment advisors and academics has largely restricted the strategy from gaining the popularity it deserves. 2006 Dissertation (University of Nottingham only) NonPeerReviewed application/pdf en https://eprints.nottingham.ac.uk/20767/1/06MAlixmh8.pdf Hussain, Muzzakir (2006) Dollar Cost Averaging: An Effective Investment Strategy. [Dissertation (University of Nottingham only)] (Unpublished) DCA DOLLAR COST AVERAGING FORMULAE INVESTMENT PLANS INVESTMENT STRATEGIES INVESTMENT TECHNIQUES
spellingShingle DCA
DOLLAR COST AVERAGING
FORMULAE INVESTMENT PLANS
INVESTMENT STRATEGIES
INVESTMENT TECHNIQUES
Hussain, Muzzakir
Dollar Cost Averaging: An Effective Investment Strategy
title Dollar Cost Averaging: An Effective Investment Strategy
title_full Dollar Cost Averaging: An Effective Investment Strategy
title_fullStr Dollar Cost Averaging: An Effective Investment Strategy
title_full_unstemmed Dollar Cost Averaging: An Effective Investment Strategy
title_short Dollar Cost Averaging: An Effective Investment Strategy
title_sort dollar cost averaging: an effective investment strategy
topic DCA
DOLLAR COST AVERAGING
FORMULAE INVESTMENT PLANS
INVESTMENT STRATEGIES
INVESTMENT TECHNIQUES
url https://eprints.nottingham.ac.uk/20767/