A stochastic dynamic programming technique for property market timing

The aim of this dissertation is to investigate whether the property market timing model developed using the stochastic dynamic programming approach provides superior return over the buy-and-hold and naive timing strategies. In this dissertation, the naive timing strategy is designed with the assumpt...

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Bibliographic Details
Main Author:	Tao, Yong Hua.
Other Authors:	Chin, Teck Chai
Format:	Theses and Dissertations
Published:	2008
Subjects:	DRNTU::Engineering::Electrical and electronic engineering::Control and instrumentation
Online Access:	http://hdl.handle.net/10356/3418
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-3418
record_format	dspace
spelling	sg-ntu-dr.10356-34182023-07-04T15:16:07Z A stochastic dynamic programming technique for property market timing Tao, Yong Hua. Chin, Teck Chai School of Electrical and Electronic Engineering DRNTU::Engineering::Electrical and electronic engineering::Control and instrumentation The aim of this dissertation is to investigate whether the property market timing model developed using the stochastic dynamic programming approach provides superior return over the buy-and-hold and naive timing strategies. In this dissertation, the naive timing strategy is designed with the assumption of perfect information on the market movement. Master of Science (Computer Control and Automation) 2008-09-17T09:29:40Z 2008-09-17T09:29:40Z 2002 2002 Thesis http://hdl.handle.net/10356/3418 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Engineering::Electrical and electronic engineering::Control and instrumentation
spellingShingle	DRNTU::Engineering::Electrical and electronic engineering::Control and instrumentation Tao, Yong Hua. A stochastic dynamic programming technique for property market timing
description	The aim of this dissertation is to investigate whether the property market timing model developed using the stochastic dynamic programming approach provides superior return over the buy-and-hold and naive timing strategies. In this dissertation, the naive timing strategy is designed with the assumption of perfect information on the market movement.
author2	Chin, Teck Chai
author_facet	Chin, Teck Chai Tao, Yong Hua.
format	Theses and Dissertations
author	Tao, Yong Hua.
author_sort	Tao, Yong Hua.
title	A stochastic dynamic programming technique for property market timing
title_short	A stochastic dynamic programming technique for property market timing
title_full	A stochastic dynamic programming technique for property market timing
title_fullStr	A stochastic dynamic programming technique for property market timing
title_full_unstemmed	A stochastic dynamic programming technique for property market timing
title_sort	stochastic dynamic programming technique for property market timing
publishDate	2008
url	http://hdl.handle.net/10356/3418
_version_	1772825495942987776

A stochastic dynamic programming technique for property market timing

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