Does the application of smart beta strategies enhance portfolio performance? The case of Islamic equity investments
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference45 articles.
1. Investigation of performance of Malaysian Islamic unit trust funds: Comparison with conventional unit trust funds;Abdullah;Managerial Finance,2007
2. Do Islamic stock indexes outperform conventional stock indexes? A stochastic dominance approach;Al-Khazali;Pacific-Basin Finance Journal,2014
3. Shariah-compliant equities: Empirical evaluation of performance in the European market during credit crunch;Alam;Journal of Financial Services Marketing,2010
4. Towards smart equity factor indices: Harvesting risk premia without taking unrewarded risks;Amenc;Journal of Portfolio Management,2014
5. Implied expected returns and the choice of a mean–variance efficient portfolio proxy;Ardia;Journal of Portfolio Management,2015
Cited by 19 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Macro level literature analysis of Islamic banking and finance in Covid-19 crisis;Journal of Islamic Accounting and Business Research;2024-02-09
2. Performance Evaluation of State-Owned Company Stocks in Indonesia;International Journal of Finance & Banking Studies (2147-4486);2024-02-03
3. Political risk and portfolio performance: implications for Shariah-compliant investors;International Journal of Islamic and Middle Eastern Finance and Management;2023-03-14
4. BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO;International Journal of Theoretical and Applied Finance;2023-02
5. Does Compliance with Screening Standards Affect the Performance of Firms?;2023
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3