The role of Islamic asset classes in the diversified portfolios: Mean variance spanning test-Reference-Cited by-同舟云学术

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

Published:2017-03 Issue: Volume:30 Page:66-95
ISSN:1566-0141
Container-title:Emerging Markets Review
language:en
Short-container-title:Emerging Markets Review

Author:

Dewandaru Ginanjar,Masih Rumi,Bacha Obiyathulla Ismath,Masih A. Mansur M.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Business and International Management

Reference81 articles.

1. The hedging benefits of commodity futures in international portfolio construction;Abanomey;J. Altern. Invest.,1999

2. Investigation of performance of Malaysian Islamic unit trust funds;Abdullah;Manag. Financ.,2007

3. Financial Intermediaries and the cross-section of asset returns;Adrian,2002

4. Multistyle rotation strategies;Ahmed;J. Portf. Manag.,2002

5. Factor analysis and mean-variance spanning of option returns;Ahn,2004

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