Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Year of publication: |
2018
|
---|---|
Authors: | Rizvi, Syed Aun Raza ; Arshad, Shaista |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 70.2018, p. 561-570
|
Subject: | Beta | Islamic finance | Equity indices | Systematic risk | Islamisches Finanzsystem | CAPM | Betafaktor | Beta risk | Welt | World | Risiko | Risk | Systemrisiko | Systemic risk | Aktienindex | Stock index | Islamische Staaten | Islamic countries | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection |
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