Lacking any test results that may prove otherwise, I think the most secure place for the mask is around the neck, for obvious reasons. With the exception of attaching it to BC or something else. Neck also provides easy access to it
How you wear it is a trade off between comfort and surface condition requirements. In glass like surface conditions you could probably hold it with your finger tips and not loose it. In rough conditions placing it in your forehead, backwards, or in your hand your chances of loosing it increases.
In a calm surface if you wear it or hold it in places other than your neck, you will be more comfortable, but more likely to loose it if surprised by an unexpected wave or other seldom occuring event.
Getting in the habit of wearing it like this may cause you to inadvertenly do so in rough conditions where it should be more secure, such as a surf beach entry.
In calm or rough surface conditions your mask around the neck will be more uncomfortable, but more secure. This may lead to the habit of getting use to wearing it on your face. In my opinion this is the best location for it, even on surface, unless situation demands otherwise.
Choices - Choices.
As Uncle Pug pointed out, consideration must be given to specific situtations. In the event the mask around the neck interferes with your regulators, regulator security and access obviously take precedence over mask placement considerations.
