A stochastic dynamic programming technique for property market timing.
Tao, Yong Hua.
Date of Issue2002
School of Electrical and Electronic Engineering
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.
DRNTU::Engineering::Electrical and electronic engineering::Control and instrumentation
Nanyang Technological University