Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks : evidence from a unique Malaysian data set
Year of publication: |
March 2017
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Authors: | Akhtar, Shumi ; Jahromi, Maria |
Published in: |
Accounting and finance : journal of the Accounting Association of Australia and New Zealand. - Richmond, Vic. : Wiley-Blackwell, ISSN 0810-5391, ZDB-ID 852471-3. - Vol. 57.2017, 1, p. 3-46
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Subject: | Stocks | Mean-variance efficiency | Islamic finance | Shari'ah compliance | Screens | Islamisches Finanzsystem | Portfolio-Management | Portfolio selection | Malaysia | Börsenkurs | Share price | Islamische Staaten | Islamic countries | CAPM | Aktienmarkt | Stock market | Islam | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis |
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