Islamic portfolio optimization under systemic risk : vine copula-CoVaR based model
Sana Braiek, Rihab Bedoui, Lotfi Belkacem
| Year of publication: |
2022
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|---|---|
| Authors: | Braiek, Sana ; Bedoui, Rihab ; Belkacem, Lotfi |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 1, p. 1321-1339
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| Subject: | Islamic industry | mean-CoVaR | portfolio optimization | systemic risk | vine copula-CoVaR | Portfolio-Management | Portfolio selection | Systemrisiko | Systemic risk | Islam | Islamisches Finanzsystem | Islamic finance | Risikomaß | Risk measure | Theorie | Theory | Islamische Staaten | Islamic countries | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2217 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012815058