Comparative Analysis of Sukuk and Conventional Bonds Based on the Value-At-Risk Model

The present paper looks into the question of whether it provides the investor diversification benefits to include sukuk (Islamic bonds) in their portfolio of bonds, and what these might be quantitatively. Analysed are sovereign bonds of Bahrain, Pakistan, Qatar, Malaysia, and the UAE. The conclusion is that using sukuk to diversify a portfolio yields substantial benefits

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Year of publication:	2016
Authors:	Kostandyan, Bakhshi
Publisher:	[2016]: [S.l.] : SSRN
Subject:	Anleihe \| Bond \| Islamisches Finanzsystem \| Islamic finance \| Risikomaß \| Risk measure \| Portfolio-Management \| Portfolio selection \| Theorie \| Theory \| Risikomanagement \| Risk management

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Extent:	1 Online-Ressource (15 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 28, 2016 erstellt
Other identifiers:	10.2139/ssrn.2786096 [DOI]
Classification:	G11 - Portfolio Choice ; G15 - International Financial Markets ; G39 - Corporate Finance and Governance. Other
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012990839