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Macro-financial regimes and performance of Shariah-compliant equity portfolios · Study

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ArticleMacro-financial regimes and performance of Shariah-compliant equity portfolios

Kris Boudt2019

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Articlebronze2019

Macro-financial regimes and performance of Shariah-compliant equity portfolios

Kris Boudt · Muhammad Wajid Raza · Dawood Ashraf

28 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Islamic Finance and Banking Studies Financial Markets and Investment Strategies Stock Market Forecasting Methods

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References

1958Liquidity Preference as Behavior Towards Risk 2004The Adaptive Markets Hypothesis 2002Regime Switches in Interest Rates 2007Asset allocation under multivariate regime switching 2001Irrational Exuberance 2010Regime switching models 2004How Regimes Affect Asset Allocation 2013Matching perception with the reality—Performance of Islamic equity investments

Cited by

2021Shariah-compliant equities and Shariah screening: need for convergence of ethical screening of stocks with Shariah screening 2022Covid-19 and informational efficiency in Asian emerging markets: a comparative study of conventional and Shariah-compliant stocks 2019Sector Portfolio Performance Comparison between Islamic and Conventional Stock Markets 2021Does the choice of stock selection criteria affect the performance of Sharīʿah-compliant equity portfolios?

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2018Multi-period portfolio selection with drawdown controlarticle · 5 shared references 2015Regime-Based Versus Static Asset Allocation: Letting the Data Speakarticle · 5 shared references 2018Does the application of smart beta strategies enhance portfolio performance? The case of Islamic equity investmentsarticle · 5 shared references 2017Evaluating the Shariah-compliance of equity portfolios: The weighting method mattersarticle · 5 shared references 2017Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assetsarticle · 5 shared references 2021Does the choice of stock selection criteria affect the performance of Sharīʿah-compliant equity portfolios?article · 5 shared references

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Year2019

Typearticle

Published2019-01-22

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations28

Files0 public / 0

ShelfIslamic Finance and Banking Studies

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doi10.1016/j.intfin.2019.01.001

openalex_workW2914599256

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