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Does it pay to be a faithful investor? : a risk-based approach performance analysis of Islamic funds vs UCITS schemes

Falzon, Joseph - In: Islamic economic studies 29 (2022) 2, pp. 100-118

Purpose This paper empirically investigates the performance of Islamic funds, which have been praised for weathering the 2008 financial storm relatively well and compares it to a European product designed to protect the most vulnerable of investors, UCITS funds. Design/methodology/approach This...

Persistent link: https://www.econbiz.de/10013349846

The changing role of emerging and frontier markets in global portfolio diversification

Pätäri, Eero; Ahmed, Sheraz; John, Elena; Karell, Ville - In: Cogent economics & finance 7 (2019) 1, pp. 1-23

frontier markets in global equity portfolio diversification is clearly less examined. We contribute to the existing literature …

Persistent link: https://www.econbiz.de/10014233132

Minimum variance portfolio in ASEAN-6 stock markets diversification : a Vietnamese perspective

Tri Hoang - In: Cogent business & management 9 (2022) 1, pp. 1-23

2007 and 2021, this study aims to examine if there are any advantages to diversification in ASEAN markets for Vietnamese … period and a 12-month rolling correlation window. To assess the benefits of diversification, several portfolios are built … have risen between before and after crises. Diversification advantages are available to Vietnamese investors, although …

Persistent link: https://www.econbiz.de/10014429106

Time-frequency based dynamics of decoupling or integration between Islamic and conventional equity markets

Anas, Muhammad; Kayani, Ghulam Mujtaba; Nayyar, Sadaf; … - In: Journal of risk and financial management : JRFM 13 (2020) 7/156, pp. 1-27

investors who opt for cross-asset allocation and seek maximum portfolio diversification benefits. …

Persistent link: https://www.econbiz.de/10012309357

A model of the Islamic sovereign wealth fund

Bahoo, Salman; Hassan, M. Kabir; Paltrinieri, Andrea; … - In: Islamic economic studies 27 (2019) 1, pp. 2-22

Purpose The purpose of this paper is to propose a model of the Islamic sovereign wealth funds (ISWFs) based on Islamic finance principles to modify the precarious image of SWFs from Muslim countries. The Shariah laws are the cardinal direction for this study. Design/methodology/approach The...

Persistent link: https://www.econbiz.de/10012182054

Are strategies for international diversification by country, industry and region equivalent?

Ghilal, Rachid; Marhfor, Ahmed; MacZali, Bouchra; … - In: ACRN journal of finance and risk perspectives 10 (2021), pp. 204-221

In this study, we examine whether international portfolio diversification still matters despite an increase in the … does not necessarily imply a reduction in the benefits of international portfolio diversification. We also propose to … compare empirically two traditional strategies of international diversification (by country and industry) in addition to a new …

Persistent link: https://www.econbiz.de/10013198306

Unveiling outperformance : a portfolio analysis of top ai-related stocks against IT indices and robotics ETFs

Karoui, Ali Trabelsi; Sayari, Sonia; Dammak, Wael; … - In: Risks : open access journal 12 (2024) 3, pp. 1-21

In this study, we delve into the financial market to compare the performance of prominent AI and robotics-related stocks against traditional IT indices, such as the Nasdaq, and specialized AI and robotics ETFs. We evaluate the role of these stocks in diversifying portfolios, analyzing their...

Persistent link: https://www.econbiz.de/10014497423

The investment performance of ethical equity funds in Malaysia

Fadillah Mansor; Bhatti, Muhammad Ishaq; Rahman, Shafiqur; … - In: Journal of risk and financial management : JRFM 13 (2020) 9/219, pp. 1-14

This paper investigates the investment performance of Malaysian Islamic equity funds and a matching sample of conventional equity funds relative to their market benchmark. An integrated model is used to simultaneously capture the market timing and selectivity skills of fund managers. Our...

Persistent link: https://www.econbiz.de/10012384341

Islamic capital market integration and asymmetric information: a study in the five ASEAN countries from the post-global financial crisis

Qizam, Ibnu - In: Verslas : teorija ir praktika : Vilniaus Gedimino … 22 (2021) 1, pp. 121-132

This study aims at examining the integration impact of the five ASEAN Islamic capital markets on asymmetric information for ASEAN Economic Community (AEC) development. Utilizing samples of market and financial panel data from 2009 to 2015 among the five ASEAN Islamic capital markets, and...

Persistent link: https://www.econbiz.de/10012503437

Financial integration in the EU28 equity markets : measures and drivers

Michela, Nardo; Elisa, Ossola; Evangalia, Papanagiotou - 2020

impact idiosyncratic volatility. High market integration is associated with decreasing diversification benefit. During crisis …

Persistent link: https://www.econbiz.de/10012299177