Risk-return profiles of Islamic equities and commodity portfolios in different market conditions
Sarkar Humayun Kabir, A. Mansur M. Masih, and Obiyathulla Ismath Bacha
| Year of publication: |
2017
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|---|---|
| Authors: | Kabir, Sarkar Humayun ; Masih, Abdul Mansur M. ; Obiyathulla Ismath Bacha |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 53.2017, 7/8/9, p. 1477-1500
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| Subject: | diversification | dynamic conditional correlation | Markowitz portfolio optimization | Sharpe ratio | unconditional correlation | volatility | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Volatilität | Volatility | Kapitaleinkommen | Capital income | Theorie | Theory | Risikomaß | Risk measure | Diversifikation | Diversification |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2016.1216843 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011823800