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Optimalisasi Portofolio Nilai Saham: Studi Komparasi Kinerja Saham Syariah dan Nonsyariah
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Optimalisasi Portofolio Nilai Saham: Studi Komparasi Kinerja Saham Syariah dan Nonsyariah (2017)Optimalisasi Portofolio Nilai Saham: Stud…Systematic Risk in Conventional and Islamic Equity Markets (2016)Systematic Risk in Convention…The Impact Of Financial Crisis On Islamic And Conventional Indices Of The GCC Countries (2015)The Impact Of Financial Crisi…Does Shariah Compliant Stocks Perform Better than the Conventional Stocks? A Comparative Study Stocks Listed on the Australian Stock Exchange (2014)Does Shariah Compliant Stocks…Are they any good at all? A financial and ethical analysis of socially responsible mutual funds (2014)Are they any good at all? A f…Performance of global Islamic versus conventional share indices: International evidence (2013)Performance of global Islamic…Shariah Compliant Stocks in India : A Viable and Ethical Investment Vehicle (2012)Shariah Compliant Stocks in I…New strategies and a new paradigm for Shariah-compliant portfolio optimization (2009)New strategies and a new para…PERFORMANCE OF SYARIAH AND COMPOSITE INDICES: EVIDENCE FROM BURSA MALAYSIA (2008)PERFORMANCE OF SYARIAH AND CO…Investigation of performance of Malaysian Islamic unit trust funds (2007)Investigation of performance …Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis (2005)Evaluating the Performance of…Ethical investing in Australia: Is there a financial penalty? (2005)Ethical investing in Australi…Ethical Investment: Empirical Evidence From Ftse Islamic Index (2004)Ethical Investment: Empirical…A Study of Performance of the KLSE Syariah Index (2002)A Study of Performance of the…Analisis Investasi dan Manajemen Portofolio (2001)Analisis Investasi dan Manaje…Is There a Cost to Being Socially Responsible in Investing? (1997)Is There a Cost to Being Soci…THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS (1995)THE FINANCIAL PERFORMANCE OF …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Doing Well While Doing Good? The Investment Performance of Socially Responsible Mutual Funds (1993)The Sharpe Ratio (1994)On the comparative performance of socially responsible and Islamic mutual funds (2013)Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices (2014)The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis (2020)Performance Hypothesis Testing with the Sharpe and Treynor Measures (1981)Market Timing and Mutual Fund Performance: An Empirical Investigation (1984)Risk-Adjusted Performance (1997)Islamic mutual funds' financial performance and international investment style : evidence from 20 countries (2011)Conventional and Islamic stock price performance: An empirical investigation (2013)ISLAMIC BANKING AND FINANCE: RECENT EMPIRICAL LITERATURE AND DIRECTIONS FOR FUTURE RESEARCH (2015)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)On Persistence in Mutual Fund Performance (1997)The price of sin: The effects of social norms on markets (2009)Environmental and social disclosures: Link with corporate financial performance (2014)The wages of social responsibility — where are they? A critical review of ESG investing (2015)Environmental and Social Disclosures and Firm Risk (2016)Portfolio Selection (1952)Socially responsible investments: Institutional aspects, performance, and investor behavior (2008)The stocks at stake: Return and risk in socially responsible investment (2008)Are Islamic Equity Indices More Efficient Than Their Conventional Counterparts? Evidence From Major Global Index Families (2014)Issues in Islamic Equities: A Literature Survey (2016)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.] (1975)Dynamic dependence of the global Islamic equity index with global conventional equity market indices and risk factors (2014)Islamic financial markets and global crises: Contagion or decoupling? (2016)Risk transmission between Islamic and conventional stock markets: A return and volatility spillover analysis (2017)Mutual Fund Performance (1966)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Misery Loves Companies: Rethinking Social Initiatives by Business (2003)Does it Pay to Be Good...And Does it Matter? A Meta-Analysis of the Relationship between Corporate Social and Financial Performance (2011)Earnings forecasting research: its implications for capital markets research (1993)Size and Book-to-Market Factors in Earnings and Returns (1995)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Corporate Sustainability: First Evidence on Materiality (2016)Green and competitive: ending the stalemate (1995)Corporate social responsibility and stakeholder value maximization: Evidence from mergers (2013)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)PORTFOLIO SELECTION* (1952)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)The price of ethics and stakeholder governance: The performance of socially responsible mutual funds (2008)Financial performance of socially responsible investing ( SRI ): what have we learned? A meta‐analysis (2014)Pengaruh Struktur Modal Terhadap Nilai Perusahaan dengan Profitabilitas Sebagai Variabel Intervening pada Perusahaan Properti dan Real Estate di Bursa Efek Indonesia (2016)FAKTOR-FAKTOR YANG MEMPENGARUHI RETURN SAHAM (2018)PENGARUH FAKTOR INTERNAL DAN EKSTERNAL PERUSAHAAN TERHADAP NILAI PERUSAHAAN (2019)
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References

  • 2001Analisis Investasi dan Manajemen Portofolio645 cited
  • 2005Evaluating the Performance of Ethical and Non‐ethical Funds: A Matched Pair Analysis398 cited
  • 1995THE FINANCIAL PERFORMANCE OF ETHICAL INVESTMENT FUNDS332 cited
  • 2005Ethical investing in Australia: Is there a financial penalty?320 cited
  • 2013Performance of global Islamic versus conventional share indices: International evidence305 cited
  • 2007Investigation of performance of Malaysian Islamic unit trust funds274 cited
  • 2008PERFORMANCE OF SYARIAH AND COMPOSITE INDICES: EVIDENCE FROM BURSA MALAYSIA141 cited
  • 1997Is There a Cost to Being Socially Responsible in Investing?139 cited
  • 2009New strategies and a new paradigm for Shariah-compliant portfolio optimization132 cited
  • 2014Are they any good at all? A financial and ethical analysis of socially responsible mutual funds99 cited
  • 2004Ethical Investment: Empirical Evidence From Ftse Islamic Index91 cited
  • 2002A Study of Performance of the KLSE Syariah Index66 cited
  • 2015The Impact Of Financial Crisis On Islamic And Conventional Indices Of The GCC Countries63 cited
  • 2014Does Shariah Compliant Stocks Perform Better than the Conventional Stocks? A Comparative Study Stocks Listed on the Australian Stock Exchange51 cited

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  • 2016Systematic Risk in Conventional and Islamic Equity Markets47 cited
  • 2012Shariah Compliant Stocks in India : A Viable and Ethical Investment Vehicle31 cited
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