in ksh, use esc \ -- escape key followed by the reverse back slash, for completion of file names. hmm, just looked back and you said completion of command lines. I played with the esc esc and it doesn't do anything. So, I'm not totally clear on what you were expecting.
I have in my .profile
and in my .kshrc
set -o vi
The `set -o vi` is so that the esc gets me into vi mode, then h j k l navigate left down up right through previous commands and I can edit them using vi keystrokes. Return submits the command.
Don't know if this helps or not. Hope so.