Combining momentum, value, and quality for the Islamic equity portfolio : multi-style rotation strategies using augmented Black Litterman factor model
Ginanjar Dewandaru, Rumi Masih, Obiyathulla Ismath Bacha, A. Mansur. M. Masih
| Year of publication: |
September 2015
|
|---|---|
| Authors: | Dewandaru, Ginanjar ; Masih, Rumi ; Obiyathulla Ismath Bacha ; Masih, Abdul Mansur M. |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 34.2015, p. 205-232
|
| Subject: | Islamic equity | Portfolio strategy | Multi-style rotation | Black Litterman factor model | Forecast | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Schwarze Menschen | Black people |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2014.12.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011533242