The role of Islamic asset classes in the diversified portfolios : mean variance spanning test
Ginanjar Dewandaru, Rumi Masih, Obiyathulla Ismath Bacha, A. Mansur M. Masih
| Year of publication: |
March 2017
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|---|---|
| Authors: | Dewandaru, Ginanjar ; Masih, Rumi ; Obiyathulla Ismath Bacha ; Masih, Abdul Mansur M. |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 30.2017, p. 66-95
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| Subject: | Islamic finance | Asset classes | Mean variance spanning test | Fat tails | Asset allocation | Portfolio-Management | Portfolio selection | Islamisches Finanzsystem | Anlageverhalten | Behavioural finance | CAPM | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2016.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011803003