Kevin Guo

Columbia University

6 Dorchester Lane

Newtown, PA 18940

United States

http://www.columbia.edu/~klg2138

SCHOLARLY PAPERS

3

DOWNLOADS

1,109

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Understanding the Tracking Errors of Commodity Leveraged ETFs

Commodities, Energy & Environmental Finance, Fields Institute Communications, R. Aid et al. Editors, pp.39-63, Springer, 2015
Number of pages: 22 Posted: 03 Feb 2014 Last Revised: 30 Sep 2015
Kevin Guo and Tim Leung
Columbia University and University of Washington - Department of Applied Math
Downloads 766 (41,092)
Citation 6

Abstract:

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Commodities, ETF, Tracking Error, Effective Fee, Trading Strategies

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 252 (152,838)

Abstract:

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3.

Understanding the Non-Convergence of Agricultural Futures Via Stochastic Storage Costs and Timing Options

Journal of Commodity Markets (2017)
Number of pages: 29 Posted: 29 Oct 2016 Last Revised: 05 Jun 2017
Kevin Guo and Tim Leung
Columbia University and University of Washington - Department of Applied Math
Downloads 91 (348,775)
Citation 3

Abstract:

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Optimal multiple stopping, storage cost, agricultural futures, mean reversion, non-convergence, basis