| The profitability of pairs trading strategies: Distance, cointegration, and copula methods H Rad, RKY Low, RW Faff Quantitative Finance 16 (10), 1541-1558, 2016 | 263 | 2016 |
| Canonical Vine Copulas in the Context of Modern Portfolio Management: Are They Worth it? RKY Low, J Alcock, T Brailsford, RW Faff Journal of Banking & Finance 37 (8), 3085-3099, 2013 | 205* | 2013 |
| Enhancing Mean-Variance Portfolio Selection by Modeling Distributional Asymmetries RKY Low, RW Faff, K Aas Journal of Economics and Business 85, 49-72, 2016 | 111 | 2016 |
| Diamonds vs. precious metals: What shines brightest in your investment portfolio? RKY Low, Y Yao, R Faff International Review of Financial Analysis 43, 1-14, 2016 | 100 | 2016 |
| The Role of Analysts' Forecasts in the Momentum Effect RKY Low, E Tan International Review of Financial Analysis 48, 67-84, 2016 | 60 | 2016 |
| Monitoring transmission of systemic risk: Application of PLS-SEM in financial stress testing NK Avkiran, CM Ringle, R Low Journal of Risk 20 (5), 83-155, 2018 | 46* | 2018 |
| Vine Copulas: Modeling Systemic Risk and Enhancing Higher-Moment Portfolio Optimization RKY Low Accounting & Finance, 2017 | 41 | 2017 |
| Determinants of corporate credit ratings: Does ESG matter? L Michalski, RKY Low International Review of Financial Analysis 94, 103228, 2024 | 40 | 2024 |
| Corporate credit rating feature importance: Does ESG matter? L Michalski, RKY Low Available at SSRN 3788037, 2021 | 24 | 2021 |
| Cryptocurrency and Blockchains: Retail to Institutional RKY Low, T Marsh Journal of Investing 29 (1), 18-30, 2019 | 19 | 2019 |
| Is diversification always optimal? JE Humphrey, KL Benson, RKY Low, WL Lee Pacific-Basin Finance Journal 35, 521-532, 2015 | 19 | 2015 |
| Does sophistication of the weighting scheme enhance the performance of long-short commodity portfolios? H Rad, RKY Low, J Miffre, R Faff Journal of Empirical Finance 58, 164-180, 2020 | 17 | 2020 |
| The commodity risk premium and neural networks H Rad, RKY Low, J Miffre, R Faff Journal of Empirical Finance 74, 101433, 2023 | 16 | 2023 |
| BV-VPIN: Measuring the impact of order flow toxicity and liquidity on international equities markets RKY Low, T Li, T Marsh Journal of Risk, 2018 | 15 | 2018 |
| The strategic allocation to style-integrated portfolios of commodity futures H Rad, RKY Low, J Miffre, R Faff Journal of Commodity Markets 28, 100259, 2022 | 11 | 2022 |
| Complements or substitutes? The effect of ETFs on other managed funds L Tang, EKM Tan, R Low International Review of Financial Analysis 95, 103414, 2024 | 5 | 2024 |
| Quantitative Portfolio Management: Review and Outlook M Senescall, RKY Low Mathematics 12 (18), 2897, 2024 | 5 | 2024 |
| Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market S Ramesh, RKY Low, R Faff Energy Economics 143, 108225, 2025 | 4 | 2025 |
| Foundation of a framework for evaluating the impact of mining technological innovation on a company's market value P Mugebe, MS Kizil, M Yahyaei, R Low Resources Policy 85, 103913, 2023 | 4 | 2023 |
| Guest editorial: Cryptocurrency: Tulip Mania or Digital Promise for the Millennial Generation? T Marsh, R Low Studies in Economics and Finance 36 (1), 2-7, 2019 | 3 | 2019 |
Robert FaffProfessor of Finance, The University of QueenslandVerified email at business.uq.edu.au
