Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Year of publication: |
2017
|
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Authors: | Kabir, Sarkar Humayun ; Masih, Abdul Mansur M. ; Obiyathulla Ismath Bacha |
Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 7/8/9, p. 1477-1500
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Subject: | diversification | dynamic conditional correlation | Markowitz portfolio optimization | Sharpe ratio | unconditional correlation | volatility | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Theorie | Theory | Aktienmarkt | Stock market |
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