Dewandaru, Ginanjar; Masih, Rumi; Bacha, Obiyathulla; … - Volkswirtschaftliche Fakultät, … - 2014
This study constructs active Islamic portfolios using a multi-style rotation strategy, derived from the three prominent styles, namely, momentum, value, and quality investing. We use the stocks that are consistently listed in the U.S. Dow Jones Islamic index for a sample period from 1996 to...