This paper presents a trade-off design and optimization of a class of wireless carrier-sense multiple access protocols where collision-free transmissions are assisted by the potential cooperative retransmissions of inactive terminals with a correct copy of the original transmission. Terminals are enabled with a decode-and-forward relaying protocol. The analysis is focused on asymmetrical settin...

There are different strategies for selecting stocks, and different investors use different strategies according to their risk tolerance or their expected rate of return. In this study, the profitability of a broad range of stock se-lection strategies in Tehran Stock Exchange over the period 1370-1383, has been examined, and it has been investigated whether the successful strategies in other cou...

The problem of optimal portfolio selection has attracted a great attention in the finance and optimization field. The future stock price should be predicted in an acceptable precision, and a suitable model and criterion for risk and the expected return of the stock portfolio should be proposed in order to solve the optimization problem. In this paper, two new criterions for the risk of stock pr...

In forming their portfolios, investors should analyze the risk and return of each investment instrument. This is aimed at preventing from speculating gambling with investments. Conducting an portfolio optimization study on LQ-45 stock index, government bond, USD, gold, Bitcoin can provide valuable insights due to unique market characteristics in Indonesia. research analyzes formation instrument...

the purpose of this research is investigation of application of the arbitrage pricing theory and effect of unanticipated changes in a set of macroeconomic variables such as inflation rate, money supply, exchange rate, oil price, term structure and industrial production on expected security return in tehran stock exchange. in this research, data are analyzed quarterly for the period of 1997-2008...

In this study, the profitability of contrarian and momentum strategies were traded in mid- term based on trading volume. The stocks were categorized into three parts (high, middle and low) at the outset. Then, the relationship between excess return with three components such as cross-sectional risk, lead-lag effect and time-series pattern were examined based on Jegadeesh and Titman approach.The...

Financial applications in the field of risk/return management demand for powerful and at the same time flexible information technology resources. These requirements seem to be highly suitable for service-oriented computing concepts. In this paper we identify promising risk/return management services and analyze the specific value proposition of service-oriented computing in this context. Taking...

Abstract. We analyse contracts which pay out a guaranteed minimum rate of return and a fraction of a positive excess rate, which is specified on the basis of a benchmark portfolio. These contracts are closely related to unit–linked life–insurance/savings plan products and can be considered as alternatives to a direct investment in the underlying benchmark portfolio. The option embedded into the...

We apply the Consumption-based Asset Pricing Model (CCAPM) of the finance literature to study the risk and return of household business assets in developing economies. Using monthly panel data from a household survey in rural Thailand, we find that higher exposure to aggregate, non-diversifiable risk, as measured by household beta or the co-movement of the return of the individual household ent...