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2016 Journal Article The role of analyst forecasts in the momentum effectLow, Rand Kwong Yew and Tan, Enoch (2016). The role of analyst forecasts in the momentum effect. International Review of Financial Analysis, 48, 67-84. doi: 10.1016/j.irfa.2016.09.007 |
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2016 Journal Article Enhancing mean-variance portfolio selection by modeling distributional asymmetriesLow, Rand Kwong Yew, Faff, Robert and Aas, Kjersti (2016). Enhancing mean-variance portfolio selection by modeling distributional asymmetries. Journal of Economics and Business, 85, 49-72. doi: 10.1016/j.jeconbus.2016.01.003 |
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2015 Journal Article Is diversification always optimal?Humphrey, Jacquelyn E., Benson, Karen L., Low, Rand K.Y. and Lee, Wei-Lun (2015). Is diversification always optimal?. Pacific Basin Finance Journal, 35 (Part B), 521-532. doi: 10.1016/j.pacfin.2015.09.003 |
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2013 Other Outputs Examination of correlation structures in the context of modern portfolio managementLow, Kwong Yew (2013). Examination of correlation structures in the context of modern portfolio management. PhD Thesis, UQ Business School, The University of Queensland. |
