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Rand Kwong Yew Low · Study
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Author
Rand Kwong Yew Low
12 works
· latest 2024
· 2 institutions
cluster: provisional
ORCID 0000-0002-0290-7840
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Citations
628
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Most cited in this library
The profitability of pairs trading strategies: distance, cointegration and copula methods
2016 · 161 citations
Canonical vine copulas in the context of modern portfolio management: Are they worth it?
2013 · 138 citations
Diamonds vs. precious metals: What shines brightest in your investment portfolio?
2015 · 69 citations
Enhancing mean–variance portfolio selection by modeling distributional asymmetries
2016 · 67 citations
Determinants of corporate credit ratings: Does ESG matter?
2024 · 49 citations
Works
12 shown
Determinants of corporate credit ratings: Does ESG matter?
International Review of Financial Analysis
·
2024
·
2 authors
·
Open access
49
citations
The commodity risk premium and neural networks
SSRN Electronic Journal
·
2021
·
4 authors
·
preprint
·
Open access
17
citations
Corporate Credit Rating Feature Importance: Does ESG Matter?
SSRN Electronic Journal
·
2021
·
2 authors
·
preprint
·
Open access
15
citations
Monitoring transmission of systemic risk: application of partial least squares structural equation modeling in financial stress testing
The Journal of Risk
·
2018
·
3 authors
·
Open access
19
citations
Vine copulas: modelling systemic risk and enhancing higher‐moment portfolio optimisation
Accounting and Finance
·
2017
·
1 author
25
citations
The role of analyst forecasts in the momentum effect
International Review of Financial Analysis
·
2016
·
2 authors
31
citations
The profitability of pairs trading strategies: distance, cointegration and copula methods
Quantitative Finance
·
2016
·
3 authors
·
Open access
161
citations
Enhancing mean–variance portfolio selection by modeling distributional asymmetries
Journal of Economics and Business
·
2016
·
3 authors
·
Open access
67
citations
Diamonds vs. precious metals: What shines brightest in your investment portfolio?
International Review of Financial Analysis
·
2015
·
3 authors
·
Open access
69
citations
Is diversification always optimal?
Pacific-Basin Finance Journal
·
2015
·
3 authors
12
citations
Canonical vine copulas in the context of modern portfolio management: Are they worth it?
Journal of Banking & Finance
·
2013
·
4 authors
138
citations
Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth it?
SSRN Electronic Journal
·
2011
·
4 authors
·
preprint
·
Open access
25
citations