A stochastic dynamic programming technique for property market timing

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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書目詳細資料
主要作者:	Tao, Yong Hua.
其他作者:	Chin, Teck Chai
格式:	Theses and Dissertations
出版:	2008
主題:	DRNTU::Engineering::Electrical and electronic engineering::Control and instrumentation
在線閱讀:	http://hdl.handle.net/10356/3418
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Nanyang Technological University

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