Hidden cointegration reveals hidden values in Islamic investments
Christos Alexakis, Vasileios Pappas, Alexandros Tsikouras
| Year of publication: |
January 2017
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|---|---|
| Authors: | Alexakis, Christos A. ; Pappas, Vasileios ; Tsikouras, Alexandros |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 46.2017, p. 70-83
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| Subject: | Islamic equity index | Hidden co-integration | Portfolio optimisation | Dow Jones | Kointegration | Cointegration | Portfolio-Management | Portfolio selection | Islamisches Finanzsystem | Islamic finance | Aktienindex | Stock index | Islam | Islamische Staaten | Islamic countries | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2016.08.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011745323