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2018 Journal Article Monitoring transmission of systemic risk: application of partial least squares structural equation modeling in financial stress testingAvkiran, Necmi K., Ringle, Christian M. and Low, Rand (2018). Monitoring transmission of systemic risk: application of partial least squares structural equation modeling in financial stress testing. Journal of Risk, 20 (5), 83-115. doi: 10.21314/JOR.2018.386 |
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2017 Book Chapter Canonical vine copulas in the context of modern portfolio management : are they worth it?Low, Rand Kwong Yew, Alcock, Jamie, Faff, Robert and Brailsford, Timothy (2017). Canonical vine copulas in the context of modern portfolio management : are they worth it?. Asymmetric dependence in finance : diversification, correlation and portfolio management in market downturns. (pp. 263-289) edited by Jamie Alcock and Stephen Satchell. Chichester, West Sussex, United Kingdom: John Wiley and Sons. doi: 10.1002/9781119288992.ch11 |
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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. |
