Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? : a multi-scale continuous wavelet correlation analysis
Syed Faiq Najeeb, Obiyathulla Bacha, and Mansur Masih
| Year of publication: |
2017
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| Authors: | Najeeb, Syed Faiq ; Obiyathulla Ismath Bacha ; Mansur Masih |
| 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, 10/11/12, p. 2377-2393
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| Subject: | continuous wavelet analysis | Islamic bonds | portfolio diversification | sukuk | Anleihe | Bond | Portfolio-Management | Portfolio selection | Islamisches Finanzsystem | Islamic finance | Korrelation | Correlation | Zustandsraummodell | State space model | Portfoliodiversifikation | Portfolio diversification | Theorie | Theory | Islam |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1205977 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011825987