Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis
Year of publication: |
2014-06-28
|
---|---|
Authors: | Najeeb, Syed Faiq ; Bacha, Obiyathulla ; Masih, Mansur |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Portfolio Diversification | Sukuk | Islamic Bonds | Continuous wavelet analysis |
-
Najeeb, Syed Faiq, (2017)
-
Simulating Historical Inflation-Linked Bond Returns
Swinkels, Laurens, (2018)
-
Unsecured Credit Supply Risk and Bond Prices
Mabille, Pierre, (2021)
- More ...
-
Najeeb, Syed Faiq, (2017)
-
Najeeb, Syed Faiq, (2015)
-
el Alaoui, AbdelKader, (2014)
- More ...