My knives most emphatically do not float. I wonder what I'd have to do to an Emperor, Humboldt, or even a King to make it do so. Probably tie a Nerf football to it.
For marine use I typically carry my Böker Gnome, which is compact and quite lanyard-y, at least how I have it set up at the moment, but alas also does not float. I've never managed to put myself in a situation where I needed it to. Similarly, the old back-of-the-martial-arts-magazine "dive knives" from the days of yore tended to include a big old thumb ring on the end to help you keep a grip on the durn things.
A word to the wise for anyone trying to save a nickel with one of the traditional Moraknivs: Their normal models are not stainless steel, which is probably suboptimal for marine use. The above linked one is, however, being made of 12C27.