Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/3418
Title: A stochastic dynamic programming technique for property market timing
Authors: Tao, Yong Hua.
Keywords: DRNTU::Engineering::Electrical and electronic engineering::Control and instrumentation
Issue Date: 2002
Abstract: 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.
URI: http://hdl.handle.net/10356/3418
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:EEE Theses

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