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Toward the Black–Litterman with Shariah-compliant asset pricing model: a case study on the Indonesian stock market during the COVID-19 pandemic
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References

  • 1992Global Portfolio Optimization1,846 cited
  • 1991Asset Allocation496 cited
  • 2020COVID-19 lockdowns, stimulus packages, travel bans, and stock returns401 cited
  • 2002The Intuition Behind Black-Litterman Model Portfolios272 cited
  • 2020Challenges for the Islamic Finance and banking in post COVID era and the role of Fintech173 cited
  • 2020Influential and intellectual structure of Islamic finance: a bibliometric review128 cited
  • 2021Socioeconomic Impact of COVID-19 in MENA region and the Role of Islamic Finance93 cited
  • 2011Mean–variance portfolio optimization when means and covariances are unknown88 cited
  • 2007The relationships between interest rates and inflation changes: An analysis of long-term interest rate dynamics in developing countries33 cited
  • 2020DO SOCIO-DEMOGRAPHIC CHARACTERISTICS AND FINANCIAL LITERACY MATTER FOR SELECTING ISLAMIC FINANCIAL PRODUCTS?33 cited
  • 2011Risk and Return under Shari’a Framework: An Attempt to Develop Shari’a Compliant Asset Pricing Model (SCAPM)33 cited
  • 2017Shariah-compliant Capital Asset Pricing Model: new mathematical modeling30 cited
  • 2016Environmental conditions, fund characteristics, and Islamic orientation: An analysis of mutual fund performance for the MENA region26 cited
  • 2020SOVEREIGN DEBT ISSUANCE CHOICE: SUKUK VS CONVENTIONAL BONDS

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24 cited
  • 2018Diversification benefits of Shari'ah compliant equity ETFs in emerging markets22 cited
  • 2021Modeling Islamic Economics and Finance Research: A Bibliometric Analysis21 cited
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