OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (Q4635037)

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scientific article; zbMATH DE number 6859722
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OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS
scientific article; zbMATH DE number 6859722

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    OPTIMAL LIQUIDATION AND ADVERSE SELECTION IN DARK POOLS (English)
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    13 April 2018
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    dark pools
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    optimal liquidation
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    adverse selection
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    market microstructure
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    illiquid markets
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