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Rand (Kwong Yew) Low
Rand (Kwong Yew) Low
BlackRock
Verified email at blackrock.com - Homepage
Title
Cited by
Cited by
Year
The profitability of pairs trading strategies: Distance, cointegration, and copula methods
H Rad, RKY Low, RW Faff
Quantitative Finance 16 (10), 1541-1558, 2016
1972016
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
184*2013
Enhancing Mean-Variance Portfolio Selection by Modeling Distributional Asymmetries
RKY Low, RW Faff, K Aas
Journal of Economics and Business 85, 49-72, 2016
952016
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
902016
The Role of Analysts' Forecasts in the Momentum Effect
RKY Low, E Tan
International Review of Financial Analysis 48, 67-84, 2016
502016
Vine Copulas: Modeling Systemic Risk and Enhancing Higher-Moment Portfolio Optimization
RKY Low
Accounting & Finance, 2017
332017
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
32*2018
Is diversification always optimal?
JE Humphrey, KL Benson, RKY Low, WL Lee
Pacific-Basin Finance Journal 35, 521-532, 2015
202015
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
132018
Corporate credit rating feature importance: Does ESG matter?
L Michalski, RKY Low
Available at SSRN 3788037, 2021
112021
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 58, 164-180, 2020
102020
Cryptocurrency and Blockchains: Retail to Institutional
RKY Low, T Marsh
Journal of Investing 29 (1), 18-30, 2019
92019
The commodity risk premium and neural networks
H Rad, RKY Low, J Miffre, R Faff
Journal of Empirical Finance 74, 101433, 2023
62023
The strategic allocation to style-integrated portfolios of commodity futures
H Rad, RKY Low, J Miffre, R Faff
Journal of Commodity Markets 28, 100259, 2022
22022
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
22019
Foundation of a framework for evaluating the impact of mining technological innovation on a company's market value
P Mugebe, MS Kizil, M Yahyaei, R Low
Resources Policy 85, 103913, 2023
12023
Regression Analysis Applicability in Investigating Mining Technology and Macroeconomic Impact on Mining Companies’ Share Price–Case Study: Iron Ore Suppliers
P Mugebe, M Kizil, M Yahyaei, RKY Low
Available at SSRN 4354878, 0
1
Determinants of corporate credit ratings: Does ESG matter?
L Michalski, RKY Low
International Review of Financial Analysis, 103228, 2024
2024
The commodity risk premium and neural networks
J Miffre, H Rad, RKY Low, R Faff
HAL Post-Print, 2023
2023
Does Time Frame of IPO Proceeds Predict Survival of Firms? Evidence from the Malaysian Market
SS Alyasa-Gan, N Che-Yahya, RKY Low
Journal of Emerging Market Finance 22 (4), 359-381, 2023
2023
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