If one has a "Concealed Weapons License" from any state, then in KY you are covered for any knife you would like to carry. The KY licenses are for "Concealed Deadly Weapons," which covers knives, brass knuckles, firearms, black jacks, etc.
If you don't have a CCWL than I would reccomend a folding knife no larger than 4 inches in blade length. I never had any issues regarding carrying a knife in KY.