Does low leverage minimise the impact of financial shocks? : new optimisation strategies using Islamic stock screening for European portfolios
AbdelKader Ouatik El-Alaoui, Obiyathulla Ismath Bacha, Mansur Masih, Mehmet Asutay
| Year of publication: |
2018
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|---|---|
| Authors: | Alaoui, Abdelkader O. el ; Obiyathulla Ismath Bacha ; Mansur Masih ; Asutay, Mehmet |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 57.2018, p. 160-184
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| Subject: | European stock market | Islamic stock screening | Mean variance efficient frontier | Portfolio leverage | Return | Volatility | Portfolio-Management | Portfolio selection | Volatilität | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Islamisches Finanzsystem | Islamic finance | Kapitalstruktur | Capital structure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2018.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012127622