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Search: subject:"multi-style rotation"
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Black Litterman factor model
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Dewandaru, Ginanjar
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Masih, Rumi
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Masih, A. Mansur M.
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Masih, Abdul Mansur M.
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Obiyathulla Ismath Bacha
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Combining Momentum, Value, and Quality for the Islamic Equity Portfolio:
Multi-style
Rotation
Strategies using Augmented Black Litterman Factor Model
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 …
Persistent link: https://www.econbiz.de/10011113544
Saved in:
2
Combining momentum, value, and quality for the Islamic equity portfolio :
multi-style
rotation
strategies using augmented Black Litterman factor model
Dewandaru, Ginanjar
;
Masih, Rumi
;
Obiyathulla Ismath Bacha
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 205-232
Persistent link: https://www.econbiz.de/10011533242
Saved in:
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