K. Law

An alternative nonparametric tail risk measure

W. Li, P. Yu, K. Law, 2020 .

A single-stage approach for cointegration-based pairs trading

W. Li, P. Yu, K. Law, 2017, Finance Research Letters.

A Dynamic Model for Emerging Debt Markets: The Case of Hong Kong Corporate Credit Risk

Michael C. S. Wong, K. Law, 2002 .

Systematic risk in pairs trading and dynamic parameterization

Yiyun Li, Keith K.F. Law, K. Law, 2021 .