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Exploring portfolio diversification opportunities through venture capital financing : evidence from MGARCH-DCC, Markov switching, and wavelet approaches

Yusuf Jaffar; Dewandaru, Ginanjar; Mansur Masih - In: Emerging markets finance & trade : a journal of the … 54 (2018) 4/5/6, pp. 1320-1336

Persistent link: https://www.econbiz.de/10012123592

Portfolio diversification benefits at different investment horizons during the Arab Uprisings : Turkish perspectives based on MGARCH-DCC and wavelet approaches

Abdul Aziz Buriev; Dewandaru, Ginanjar; Mohd Pisal Zainal; … - In: Emerging markets finance & trade : a journal of the … 54 (2018) 13/14/15, pp. 3272-3293

Persistent link: https://www.econbiz.de/10012125782

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

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