Optimal portfolio liquidation in dark pool

dc.contributor.author	Mishra, Ranjan
dc.date.accessioned	2017-07-19T05:52:08Z
dc.date.available	2017-07-19T05:52:08Z
dc.date.issued	2017
dc.identifier.citation	33p.	en_US
dc.identifier.uri	http://hdl.handle.net/10263/6821
dc.description	Dissertation under the supervision of Dr. Diganta Mukherjee, SOS Unit	en_US
dc.language.iso	en	en_US
dc.publisher	Indian Statistical Institute, Kolkata	en_US
dc.relation.ispartofseries	Dissertation;17-362
dc.subject	Portfolio liquidation	en_US
dc.subject	Dark pool	en_US
dc.subject	Dynamic programming	en_US
dc.subject	Markov decision process	en_US
dc.title	Optimal portfolio liquidation in dark pool	en_US
dc.type	Article	en_US