Rand (Kwong Yew) Low
Rand (Kwong Yew) Low
BlackRock
Verified email at blackrock.com - Homepage
Title
Cited by
Cited by
Year
Canonical vine copulas in the context of modern portfolio management : Are they worth it?
T Low, Rand Kwong Yew, Alcock, Jamie, Faff, Robert and Brailsford
Asymmetric dependence in finance : diversification, correlation and†…, 2018
122*2018
Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth it?
RKY Low, J Alcock, T Brailsford, RW Faff
Journal of Banking & Finance 37 (8), 3085-3099, 2013
1212013
The profitability of pairs trading strategies: Distance, cointegration, and copula methods
H Rad, RKY Low, RW Faff
Quantitative Finance 16 (10), 1541-1558, 2016
872016
Enhancing Mean-Variance Portfolio Selection by Modeling Distributional Asymmetries
RKY Low, RW Faff, K Aas
Journal of Economics and Business 85, 49-72, 2016
452016
Diamonds vs. precious metals: What shines brightest in your investment portfolio?
RKY Low, Y Yao, R Faff
International Review of Financial Analysis 43, 1-14, 2016
432016
The Role of Analysts' Forecasts in the Momentum Effect
RKY Low, E Tan
International Review of Financial Analysis 48, 67-84, 2016
272016
Vine Copulas: Modeling Systemic Risk and Enhancing Higher-Moment Portfolio Optimization
RKY Low
Accounting & Finance, 2017
192017
Monitoring transmission of systemic risk: Application of PLS-SEM in financial stress testing
NK Avkiran, CM Ringle, R Low
Journal of Risk 20 (5), 83-155, 2018
15*2018
Is diversification always optimal?
JE Humphrey, KL Benson, RKY Low, WL Lee
Pacific-Basin Finance Journal 35, 521-532, 2015
112015
BV-VPIN: Measuring the impact of order flow toxicity and liquidity on international equities markets
RKY Low, T Li, T Marsh
Journal of Risk, 2018
82018
Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios?
H Rad, RKY Low, J Miffre, R Faff
Journal of Empirical Finance, 2020
12020
Cryptocurrency and Blockchains: Retail to Institutional
RKY Low, T Marsh
Journal of Investing 29 (1), 18-30, 2019
2019
Guest editorial: Cryptocurrency: Tulip Mania or Digital Promise for the Millennial Generation?
T Marsh, R Low
Studies in Economics and Finance 36 (1), 2-7, 2019
2019
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Articles 1–13