The Classification of Sharia Assets and Performance of Financial Portfolio
The paper investigates the Shariah compliant and conventional portfolios in financial settings of Pakistan during the period 2009-2019 by using Markowitz Minimum-Variance (MMV) framework. Using daily excess returns, we first investigate the impact of Shariah screening criteria on stock returns then...
Saved in:
| Main Authors: | Sarfaraz Ahmed Bhutto, Saifullah Shaikh, Hussain Amar, Qamar Abbas Mangi |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
İLKE İlim Kültür Eğitim Vakfı
2021-08-01
|
| Series: | Türkiye İslam İktisadı Dergisi |
| Subjects: | |
| Online Access: | https://tujise.org/uploads/2024/07/a179.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Hierarchical Clustering as a Dimension Reduction Technique for Markowitz Portfolio Optimization
by: Anatoliy Y. Poletaev, et al.
Published: (2020-03-01) -
Stock Portfolio Optimization of Several Companies Engaged in Renewable Energy for Investment Decision-Making Using the Markowitz Model
by: Moch Panji Agung Saputra, et al.
Published: (2025-01-01) -
Optimal Markowitz portfolio using returns forecasted with time series and machine learning models
by: Damian Ślusarczyk, et al.
Published: (2025-05-01) -
Real Time Investments with Adequate Portfolio Theory
by: Alina Kvietkauskienė
Published: (2015-02-01) -
ANALYSIS OF PORTFOLIO FORMATION ON THE LQ45 STOCKS INDEX, USING THE MARKOWITZ AND SINGLE INDEX MODELS
by: Asmawi Gunawan, et al.
Published: (2024-10-01)