Macro-financial regimes and performance of Shariah-compliant equity portfolios
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference21 articles.
1. Regime switches in interest rates;Ang;J. Bus. Econ. Stat.,2002
2. How regimes affect asset allocation;Ang;Financ. Anal. J.,2004
3. The economic benefits of market timing the style allocation of characteristic-based portfolios;Ardia;North Am. J. Econ. Finan.,2016
4. Avoiding interest-based revenues while constructing Shariah-compliant portfolios: false negatives and false positives;Arslan-Ayaydin;J. Portfolio Manage.,2018
5. Does Shariah screening cause abnormal returns? Empirical evidence from Islamic equity indices;Ashraf;J. Bus. Ethics,2016
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