Monday, December 18, 2017Contributed Session I | |
14:00- 14:15 | Akshay Bansal, KPMG Optimizing Execution Cost Using Stochastic Control |
14:15- 14:30 | Amita Sharma,Indian Institute of Information Technology, Guwahati, India Re-balancing the Second order Stochastic Dominance Portfolio for Indian Stock Market |
14:30- 14:45 |
Arti Singh,Bennett University, Greater Noida, India Optimal portfolio trading subject to stochastic dominance constraints under second-order autoregressive price dynamics |
14:45-15:00 |
Indrajit Saha,IIT Bombay, India Systemic Risk In Huge Heterogeneous Financial Network |
15:00-15:15 |
Petra Tomanova,University of Economics, Prague, Czech Republic Pairs Trading Utilizing High-Frequency Information |
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