Publications

Forthcoming

  • Hossein Rad, Rand KY Low, Joëlle Miffre, and Robert Faff. Does sophistication of the Weighting Scheme Enhance the Performance of Long-Short Commodity Portfolios? Journal of Empirical Finance, Forthcoming.
    [Abstract▼] [BibTeX▼]

2019

  • Rand KY Low and Terry Marsh. Cryptocurrency and blockchains: retail to institutional. Journal of Investing, 29(1):18–30, 2019.
    [Abstract▼] [BibTeX▼]
  • Rand KY Low and Terry Marsh. Cryptocurrency: Tulip Mania or Digital Promise for the Millennial Generation? Studies in Economics and Finance, 36(1):2–7, 2019.
    [Abstract▼] [BibTeX▼]

2018

  • Rand KY Low, Jamie Alcock, Robert Faff, and Timothy Brailsford. Canonical Vine Copulas in the Context of Modern Portfolio Management. In Asymmetric Dependence in Finance, chapter 11, pages 263–289. John Wiley & Sons, Ltd, Chichester, West Sussex, United Kingdom, 2018.
    [Abstract▼] [BibTeX▼]
  • Rand KY Low, Te Li, and Terry Marsh. BVVPIN: Measuring the impact of order flow toxicity and liquidity on international equity markets. Journal of Risk, 21(2):63–97, 2018.
    [Abstract▼] [BibTeX▼]
  • Necmi Avkiran, Christian Ringle, and Rand KY Low. Monitoring transmission of systemic risk: application of partial least squares structural equation modeling in financial stress testing. Journal of Risk, 20(5):83–115, 2018.
    [Abstract▼] [BibTeX▼]
  • Rand KY Low. Vine copulas: modelling systemic risk and enhancing higher-moment portfolio optimisation. Accounting & Finance, 58(S1):423–463, 2018.
    [Abstract▼] [BibTeX▼]

2016

  • Rand KY Low, Robert Faff, and Kjersti Aas. Enhancing mean–variance portfolio selection by modeling distributional asymmetries. Journal of Economics and Business, 85:49–72, 2016.
    [Abstract▼] [BibTeX▼]
  • Rand KY Low, Yiran Yao, and Robert Faff. Diamonds vs. precious metals: What shines brightest in your investment portfolio? International Review of Financial Analysis, 43:1–14, 2016.
    [Abstract▼] [BibTeX▼]
  • Hossein Rad, Rand KY Low, and Robert Faff. The profitability of pairs trading strategies: Distance, cointegration and copula methods. Quantitative Finance, 16(10):1541–1558, 2016.
    [Abstract▼] [BibTeX▼]
  • Rand KY Low and Enoch Tan. The role of analyst forecasts in the momentum effect. International Review of Financial Analysis, 48:67–84, 2016.
    [Abstract▼] [BibTeX▼]

2015

  • Jacquelyn Humphrey, Karen Benson, Rand KY Low, and Wei-Lun Lee. Is diversification always optimal? Pacific-Basin Finance Journal, 35:521–532, 2015.
    [Abstract▼] [BibTeX▼]

2013

  • Rand KY Low, Jamie Alcock, Timothy Brailsford, and Robert Faff. Canonical vine copulas in the context of modern portfolio management: Are they worth it? Journal of Banking & Finance, 37(8):3085–3099, 2013.
    [Abstract▼] [BibTeX▼]

Distinctions

2015

2014

  • AFAANZ Research Grant - Role of risk-adjusted returns metrics in retirement choices.

  • UQ Research Fellowship - Portfolio optimization and risk management techniques for financial crises.

2012

  • UQ Graduate School International Travel Award (Funding Visiting Scholar position in the UK).

2011

  • Best paper in Finance’ at the 4th International Accounting & Finance Doctoral Symposium (IAFDS), Salamanca, Spain.

  • 3MT Presentation Winner (UQ Faculty of Business, Economics & Law).

  • 3MT People’s Choice Award (UQ Faculty of Business, Economics & Law).

2009

  • Australian Postgraduate Award Industry Scholarship (APAI) with Tactical Global Management. with the University of Queensland (UQ).

2008

  • Certificate of Appreciation for participating in EBI R400 Beta Site-Release (Honeywell Software Centre).

2007

  • Honeywell Technical Excellence Champion Award (Asia-Pacific).

  • Honeywell Bravo Award.

2005

  • Meridian Award for Final Year Engineer projects (Design & Implementation, University of Melbourne).

2004

  • Melbourne Abroad Scholarship (Melbourne Abroad, University of Melbourne).

  • North American Exchange Scholarship (Faculty of Engineering, University of Melbourne).