Rand Kwong Yew Low

Finance · 2013–2016

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 29 citations into it; #9,370 of 10,518 by trust here, #6,671 by citations
• Economics and Econometrics — 19 citations into it; #20,551 of 23,481 by trust here, #16,151 by citations
• Management Science and Operations Research — 11 citations into it

Whom Rand Kwong Yew Low trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Andrew J. Patton
2. Stanislav Uryasev
3. Nicholas Barberis
4. Kjersti Aas
5. René Garcia
6. Victor DeMiguel
7. Xueliang Li
8. Claudia Czado
9. Andrew Ang
10. Georges Tsafack

Who trusts Rand Kwong Yew Low overall

1. Kjersti Aas
2. Stelios D. Bekiros
3. Jose Arreola Hernandez

Papers from Rand Kwong Yew Low's perspective

Ordered by how strongly the researchers Rand Kwong Yew Low trusts endorse each paper. Same corpus, a different order for every researcher.

1. Portfolio Selection
2. Extreme Correlation of International Equity Markets
3. Pair-copula constructions of multiple dependence
4. On the Out-of-Sample Importance of Skewness and Asymmetric Dependence for Asset Allocation
5. Dependence structure and extreme comovements in international equity and bond markets
6. Asymmetric Correlations of Equity Portfolios
7. Investing for the Long Run When Returns are Predictable
8. Conditional value-at-risk: optimization algorithms and applications (IEEE Conference on Computational Intelligence for Financial Engineering & Economics)
9. High Frequency Trading and Price Discovery (Social Science Research Network)
10. Dependence Structure and Risk Measure

Their papers

• Canonical vine copulas in the context of modern portfolio management: Are they worth it? (2013) — 144 citations
• The profitability of pairs trading strategies: distance, cointegration and copula methods (2016) — 144 citations