| 个人房地产购置时机选择的最优停时分析 |
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| 引用本文： | 蔡晓钰,韩丽川,吴圣佳. 个人房地产购置时机选择的最优停时分析[J]. 系统工程, 2005, 23(1): 28-32 |
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| 作者姓名： | 蔡晓钰 韩丽川 吴圣佳 |
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| 作者单位： | 1. 上海交通大学,287信箱,上海,200030
2. 上海交通大学,管理学院,上海,200052 |
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| 基金项目： | 高等学校博士点科研基金资助项目(20020248020) |
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| 摘 要： | 个人房地产投资的研究长期以来为房地产实物期权投资理论所忽视。在房地产价格随机性条件下对房产投资者是租房还是买房的投资时机决策问题进行建模研究，给出最优停止决策的最优周值及相关结论。同时给出模型的政策含义。
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| 关 键 词： | 房地产 租-买投资 最优时机 停时 |
| 文章编号： | 1001-4098(2005)01-0028-05 |
Investment Timing Choice for Individual Real Estate Based on Optimal Stopping Time Approach |
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| CAI Xiao-yu,HAN Li-chuang,WU Shen-jia. Investment Timing Choice for Individual Real Estate Based on Optimal Stopping Time Approach[J]. Systems Engineering, 2005, 23(1): 28-32 |
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| Authors: | CAI Xiao-yu HAN Li-chuang WU Shen-jia |
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| Affiliation: | CAI Xiao-yu~1,HAN Li-chuang~2,WU Shen-jia~2 |
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| Abstract: | Up to now many existing literatures of real estate investment under real options' framework have been overlooked the (individual) real estate investment. This paper puts a model for the renting-or-buying problem under the stochastic price of real estate and solves the problem with a series of conclusions. We, simultaneously, investigate the policy implications of the model. |
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| Keywords: | Real Estate Renting-Buying Investment The Optimal Stopping Time |
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