papers
Publications (5)
q-fin.RM2019
Tracking VIX with VIX Futures: Portfolio Construction and Performance
Tim Leung, Brian Ward
q-fin.MF2017
Dynamic Index Tracking and Risk Exposure Control Using Derivatives
Tim Leung, Brian Ward
physics.ao-ph2005
Reply to comment on `A simple model for the short-time evolution of near-surface current and temperature profiles'
Alastair D. Jenkins, Brian Ward
q-fin.MF2017
Optimal Execution of Limit and Market Orders with Trade Director, Speed Limiter, and Fill Uncertainty
Brian Bulthuis, Julio Concha, Tim Leung +1
physics.ao-ph2005
A simple model for the short-time evolution of near-surface current and temperature profiles
Alastair D. Jenkins, Brian Ward