Similar Search Results

Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? : a multi-scale continuous wavelet correlation analysis

Najeeb, Syed Faiq; Obiyathulla Ismath Bacha; Mansur Masih - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2377-2393

Persistent link: https://www.econbiz.de/10011825987

Leverage versus volatility : evidence from the capital structure of European firms

Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Economic modelling 62 (2017), pp. 145-160

Persistent link: https://www.econbiz.de/10011813362

Does low leverage minimise the impact of financial shocks? : new optimisation strategies using Islamic stock screening for European portfolios

Alaoui, Abdelkader O. el; Obiyathulla Ismath Bacha; … - In: Journal of international financial markets, … 57 (2018), pp. 160-184

Persistent link: https://www.econbiz.de/10012127622

Does Heterogeneity in investment horizons affect portfolio diversification? : some insights using M-GARCH-DCC and wavelet correlation analysis

Najeeb, Syed Faiq; Obiyathulla Ismath Bacha; Masih, Mansur - In: Emerging markets finance & trade : a journal of the … 51 (2015) 1, pp. 188-208

Persistent link: https://www.econbiz.de/10011344334

Risk-return characteristics of Islamic equity indices: multi-timescales analysis

Dewandaru, Ginanjar; Obiyathulla Ismath Bacha; Masih, … - In: Journal of multinational financial management 29 (2015), pp. 115-138

Persistent link: https://www.econbiz.de/10011539519

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

Risk-return profiles of Islamic equities and commodity portfolios in different market conditions

Kabir, Sarkar Humayun; Masih, Abdul Mansur M.; … - In: Emerging markets finance & trade : a journal of the … 53 (2017) 7/8/9, pp. 1477-1500

Persistent link: https://www.econbiz.de/10011823800

The role of Islamic asset classes in the diversified portfolios : mean variance spanning test

Dewandaru, Ginanjar; Masih, Rumi; Obiyathulla Ismath Bacha - In: Emerging markets review 30 (2017), pp. 66-95

Persistent link: https://www.econbiz.de/10011803003

COVID-19 government interventions and cryptocurrency market : is there any optimum portfolio diversification?

Chowdhury, Mohammad Ashraful Ferdous; Abdullah, Mohammad; … - In: Journal of international financial markets, … 81 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013533416

Investigating international portfolio diversification opportunities for the Asian Islamic stock market investors

Yıldırım, Ramazan; Mansur Masih - In: Management of Islamic finance : principle, practice and …, (pp. 1-36). 2019

Persistent link: https://www.econbiz.de/10011965835