Dancing in the Dark: Optimal Liquidity Search under Portfolio Constraints

BH Polidore, W Xu, J Alexandre, Z Wei - The Journal of Trading, 2015 - pm-research.com
One of the core responsibilities of many institutional traders is managing cash and risk
constraints of a portfolio. Traders often do not take advantage of dark trading and block …

[CITATION][C] Dancing in the Dark

B Polidore, W Xu - 2015