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Author statistics

Author Identifier Number of Items Total Downloads
Low, R https://orcid.org/0000-0002-0290-7840 7 5264

Items

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
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