Title |
Author(s) |
IrusType |
Repository |
Item URL |
Total Downloads |
Canonical vine copulas in the context of modern portfolio management: are they worth it? |
Low, Rand Kwong Yew; Alcock, Jamie; Faff, Robert; Brailsford, Timothy J. |
Article |
University of Queensland [UQ eSpace] |
https://espace.library.uq.edu.au/view/UQ:297895 |
3 |
Diamonds vs. precious metals: what shines brightest in your investment portfolio? |
Low, Rand Kwong Yew; Yao, Yiran; Faff, Robert |
Article |
University of Queensland [UQ eSpace] |
https://espace.library.uq.edu.au/view/UQ:374946 |
803 |
Enhancing mean-variance portfolio selection by modeling distributional asymmetries |
Low, Rand Kwong Yew; Faff, Robert; Aas, Kjersti |
Article |
University of Queensland [UQ eSpace] |
https://espace.library.uq.edu.au/view/UQ:377912 |
1503 |
Examination of correlation structures in the context of modern portfolio management |
Low, Kwong Yew |
Thesis or Dissertation |
University of Queensland [UQ eSpace] |
https://espace.library.uq.edu.au/view/UQ:306710 |
14 |
Is diversification always optimal? |
Humphrey, Jacquelyn E.; Benson, Karen L.; Low, Rand K.Y.; Lee, Wei-Lun |
Article |
University of Queensland [UQ eSpace] |
https://espace.library.uq.edu.au/view/UQ:374981 |
528 |
The profitability of pairs training strategies: distance, cointegration and copula methods |
Rad, Hossein; Low, Rand Kwong Yew; Faff, Robert |
Article |
University of Queensland [UQ eSpace] |
https://espace.library.uq.edu.au/view/UQ:384347 |
4 |
The role of analyst forecasts in the momentum effect |
Low, Rand Kwong Yew; Tan, Enoch |
Article |
University of Queensland [UQ eSpace] |
https://espace.library.uq.edu.au/view/UQ:406166 |
2409 |