Islamic and conventional portfolios optimization under investor sentiment states : Bayesian vs Markowitz portfolio analysis
Yousra Trichilli, Mouna Boujelbène Abbes, Afif Masmoudi
| Year of publication: |
2020
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|---|---|
| Authors: | Trichilli, Yousra ; Abbes, Mouna Boujelbène ; Masmoudi, Afif |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 51.2020, p. 1-21
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| Subject: | Portfolio optimization | Bayesian approach | Efficient frontier | Hidden markov model | Investor’s sentiment | Islamic indices | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Anlageverhalten | Behavioural finance | Bayes-Statistik | Bayesian inference | Theorie | Theory | Islam | Islamisches Finanzsystem | Islamic finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2019.101071 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012208228