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

MoreLess

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

freely available

Full text |

More access options

doi.org

Check Google Scholar

In German libraries (KVK)

I need help

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

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