Brian Ward

Columbia University

PhD Student/ Research Assistant

New York, NY

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 36,624

SSRN RANKINGS

Top 36,624

in Total Papers Downloads

1,598

SSRN CITATIONS

10

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

The Golden Target: Analyzing the Tracking Performance of Leveraged Gold ETFs

Studies in Economics and Finance, vol 32, issue 3, pp.278 - 297, 2015
Number of pages: 20 Posted: 20 Aug 2014 Last Revised: 01 Aug 2015
Tim Leung and Brian Ward
University of Washington - Department of Applied Math and Columbia University
Downloads 638 (51,208)
Citation 8

Abstract:

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gold spot, futures, exchange-traded funds, leveraged ETFs

2.

How to Mine Gold Without Digging

International Journal of Financial Engineering, Vol. 6, No. 1, p.1950009, 2019
Number of pages: 23 Posted: 15 May 2018 Last Revised: 12 Nov 2019
Kevin Guo, Tim Leung and Brian Ward
Columbia University, University of Washington - Department of Applied Math and Columbia University
Downloads 245 (153,798)

Abstract:

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3.

Optimal Execution of Limit and Market Orders with Trade Director, Speed Limiter, and Fill Uncertainty

International Journal of Financial Engineering, Vol. 4, issue 2, p.1750020, 2017
Number of pages: 28 Posted: 05 Apr 2016 Last Revised: 28 Feb 2019
KCG Holdings Inc., KCG Holdings Inc., University of Washington - Department of Applied Math and Columbia University
Downloads 204 (183,052)
Citation 1

Abstract:

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4.

Tracking VIX with VIX Futures: Portfolio Construction and Performance

Handbook of Applied Investment Research, J. Guerard and W. Ziemba eds., World Scientific Publishing Co, forthcoming, 2020
Number of pages: 22 Posted: 02 Jul 2019 Last Revised: 12 Nov 2019
Tim Leung and Brian Ward
University of Washington - Department of Applied Math and Columbia University
Downloads 190 (195,297)
Citation 1

Abstract:

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futures, volatility, index tracking, exchange-traded funds

5.

Dynamic Index Tracking and Risk Exposure Control Using Derivatives

Applied Mathematical Finance, August 2018
Number of pages: 26 Posted: 30 May 2017 Last Revised: 27 Feb 2019
Tim Leung and Brian Ward
University of Washington - Department of Applied Math and Columbia University
Downloads 184 (200,907)
Citation 1

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slippage, index tracking, exposure control, realized covariance, derivatives trading

Fast and Precautious: Order Controls for Trade Execution

Number of pages: 12 Posted: 04 Jun 2017
KCG Holdings Inc., KCG Holdings Inc., University of Washington - Department of Applied Math and Columbia University
Downloads 128 (271,696)

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Fast and Precautious: Order Controls for Trade Execution

RISK Magazine, April Issue, 2017 https://www.risk.net/asset-management/4682041/fast-and-precautious-order-controls-for-trade-execution
Posted: 04 Jun 2017
KCG Holdings Inc., KCG Holdings Inc., University of Washington - Department of Applied Math and Columbia University
Downloads 9 (737,879)

Abstract:

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