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» Portfolio optimization in secondary spectrum markets
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AMC
2005
143views more  AMC 2005»
13 years 4 months ago
Investment with restricted stock and the value of information
In most public companies in China, there are two thirds of shares that cannot be traded freely in the secondary market. These illiquid shares, however, may be allowed to circulate...
Weixing Wu, Yongxiang Wang
SIAMCO
2011
12 years 11 months ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný
INFOCOM
2011
IEEE
12 years 8 months ago
Pricing-based spectrum access control in cognitive radio networks with random access
Abstract—Market-based mechanisms offer promising approaches for spectrum access in cognitive radio networks. In this paper, we focus on two market models, one with a monopoly pri...
Lei Yang, Hongseok Kim, Junshan Zhang, Mung Chiang...
CORR
2010
Springer
205views Education» more  CORR 2010»
13 years 4 months ago
Competition with Dynamic Spectrum Leasing
Dynamic spectrum leasing can greatly enhance the spectrum efficiency and encourage more flexible services in the spectrum market. This paper presents a detailed analytical study of...
Lingjie Duan, Jianwei Huang, Biying Shou
JSAC
2011
136views more  JSAC 2011»
12 years 7 months ago
Spectrum Trading in Cognitive Radio Networks: A Contract-Theoretic Modeling Approach
—Cognitive radio is a promising paradigm to achieve efficient utilization of spectrum resource by allowing the unlicensed users (i.e., secondary users, SUs) to access the licens...
Lin Gao, Xinbing Wang, Youyun Xu, Qian Zhang