SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices
16 references·5 citing·44 second hop
Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices (2020)Gold and portfolio diversification: A sto…Does gold act as a hedge or a safe haven for stocks? A smooth transition approach (2014)Does gold act as a hedge or a…Is gold the best hedge and a safe haven under changing stock market volatility? (2013)Is gold the best hedge and a …Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Hedges and safe havens: An ex…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…Dynamics of oil price, precious metal prices, and exchange rate (2009)Dynamics of oil price, precio…Do Precious Metals Shine? An Investment Perspective (2006)Do Precious Metals Shine? An …Consistent Tests for Stochastic Dominance (2003)Consistent Tests for Stochast…Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality (2000)Statistical Inference for Sto…Oil price shocks and stock market activity (1999)Oil price shocks and stock ma…Oil price risk and the Australian stock market (1999)Oil price risk and the Austra…Stochastic Dominance and Expected Utility: Survey and Analysis (1992)Stochastic Dominance and Expe…Gold and Gold Stocks as Investments for Institutional Portfolios (1989)Gold and Gold Stocks as Inves…Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection (1969)Mean-Variance Analysis in the…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)CAPITAL ASSET PRICES: A THEOR…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Quantile relationship between Islamic and non-Islamic equity markets (2021)Quantile relationship between…How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin (2021)How do Islamic equity markets…Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market (2021)Downside risk in Dow Jones Is…Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic? (2021)Dependence dynamics of Islami…A survey of Islamic finance research – Influences and influencers (2020)A survey of Islamic finance r…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Bounds testing approaches to the analysis of level relationships (2001)Is gold a hedge or safe haven against oil price movements? (2013)Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)Ranking Income Distributions (1983)Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)The analysis of household surveys (1997)Identification of binary choice models with social interactions (2006)The Effect of Literacy on Immigrant Earnings (2006)The Foster–Greer–Thorbecke (FGT) poverty measures: 25 years later (2010)Generalized autoregressive conditional heteroskedasticity (1986)Testing for a Unit Root in Time Series Regression (1988)Oil price shocks and stock markets in the U.S. and 13 European countries (2008)THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)Oil prices, US stock return, and the dependence between their quantiles (2015)Prospect theory: An analysis of decision under risk (1988)From stochastic dominance to mean-risk models: Semideviations as risk measures (1999)Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (2001)Dual Stochastic Dominance and Related Mean-Risk Models (2002)Theory of games and economic behavior (2019)On the measurement of inequality (1970)A Class of Decomposable Poverty Measures (1984)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)Exploring Alternative Measures of Welfare in the Absence of Expenditure Data (2003)Polarization: Concepts, Measurement, Estimation (2004)Prospect Theory: An Analysis of Decision under Risk (1979)Dynamic Conditional Correlation (2002)Is gold a safe haven or a hedge for the US dollar? Implications for risk management (2013)Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Judgment Under Uncertainty: Heuristics and Biases. (1984)Advances in prospect theory: Cumulative representation of uncertainty (1992)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)The Pricing of Options and Corporate Liabilities (1973)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Common risk factors in the returns on stocks and bonds (1993)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
this work references cited by second hop

References

  • 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*19,431 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 1999Oil price shocks and stock market activity1,798 cited
  • 2000Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality870 cited
  • 1992Stochastic Dominance and Expected Utility: Survey and Analysis843 cited
  • 2012Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates664 cited
  • 2003Consistent Tests for Stochastic Dominance652 cited
  • 2009Dynamics of oil price, precious metal prices, and exchange rate504 cited
  • 2006Do Precious Metals Shine? An Investment Perspective479 cited
  • 2014Does gold act as a hedge or a safe haven for stocks? A smooth transition approach436 cited
  • 2013Is gold the best hedge and a safe haven under changing stock market volatility?396 cited
  • 1999Oil price risk and the Australian stock market391 cited
  • 1969Mean-Variance Analysis in the Theory of Liquidity Preference and Portfolio Selection

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

351 cited
  • 1989Gold and Gold Stocks as Investments for Institutional Portfolios335 cited
  • Cited by

    • 2021Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market52 cited
    • 2021How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin39 cited
    • 2020A survey of Islamic finance research – Influences and influencers38 cited
    • 2021Quantile relationship between Islamic and non-Islamic equity markets36 cited
    • 2021Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?30 cited