SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Portfolio replication: Islamic vs conventional
16 references·0 citing·41 second hop
Portfolio replication: Islamic vs conventional (2022)Portfolio replication: Islamic vs convent…The inter-temporal relationship between risk, capital and efficiency: The case of Islamic and conventional banks (2020)The inter-temporal relationsh…The determinants of co-movement dynamics between sukuk and conventional bonds (2017)The determinants of co-moveme…Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom (2017)Comparative risk adjusted per…Growth in a Time of Debt (2010)Growth in a Time of DebtInvestigation of performance of Malaysian Islamic unit trust funds (2007)Investigation of performance …Testing Trade-Off and Pecking Order Predictions About Dividends and Debt (2002)Testing Trade-Off and Pecking…Common risk factors in the returns on stocks and bonds (1993)Common risk factors in the re…Global Portfolio Optimization (1992)Global Portfolio OptimizationAn Empirical Analysis of the Financial Structure of Small and Large Australian Manufacturing Enterprises (1991)An Empirical Analysis of the …Islamic Interest-Free Banking: A Theoretical Analysis (Le systeme bancaire islamique: analyse theorique d'un systeme qui ne fait pas appel a l'interet) (La prohibicion islamica de los intereses bancarios: Analisis teorico) (1986)Islamic Interest-Free Banking…The Systematic Risk of Corporate Bonds (1981)The Systematic Risk of Corpor…Intermediation with Costly Bilateral Exchange (1978)Intermediation with Costly Bi…THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY (1972)THE VALUATION OF OPTION CONTR…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Liquidity Preference as Behavior Towards Risk (1958)Liquidity Preference as Behav…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)The Pricing of Options and Corporate Liabilities (1973)STANDARD DEVIATIONS OF STOCK PRICE RATIOS IMPLIED IN OPTION PRICES (1976)Stock Returns and Volatility (1990)Risk and Volatility: Econometric Models and Financial Practice (2004)Theory of rational option pricing (2005)The Behavior of Stock-Market Prices (1965)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Users of the world, unite! The challenges and opportunities of Social Media (2009)Questionnaire Design and Attitude Measurement. (1968)Small Business Finance: A Research Agenda (1985)The financing preferences of small firm owners (1998)Capital Structure Decisions During a Firm's Life Cycle (2009)Like milk or wine: Does firm performance improve with age? (2012)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Market Timing and Capital Structure (2002)CEO Overconfidence and Corporate Investment (2005)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)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)Risk Reduction in Large Portfolios: Why Imposing the Wrong Constraints Helps (2003)Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (2003)Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach (2006)The Aftermath of Financial Crises (2009)From Financial Crash to Debt Crisis (2011)The entrepreneurial state: debunking public vs. private sector myths (2014)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

  • 1993Common risk factors in the returns on stocks and bonds26,615 cited
  • 1970EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*15,723 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1958Liquidity Preference as Behavior Towards Risk3,916 cited
  • 2002Testing Trade-Off and Pecking Order Predictions About Dividends and Debt3,396 cited
  • 2010Growth in a Time of Debt2,778 cited
  • 1992Global Portfolio Optimization1,846 cited
  • 1972THE VALUATION OF OPTION CONTRACTS AND A TEST OF MARKET EFFICIENCY718 cited
  • 1991An Empirical Analysis of the Financial Structure of Small and Large Australian Manufacturing Enterprises316 cited
  • 2007Investigation of performance of Malaysian Islamic unit trust funds274 cited
  • 1978Intermediation with Costly Bilateral Exchange130 cited
  • 1986Islamic Interest-Free Banking: A Theoretical Analysis (Le systeme bancaire islamique: analyse theorique d'un systeme qui ne fait pas appel a l'interet) (La prohibicion islamica de los intereses bancarios: Analisis teorico)99 cited
  • 2017The determinants of co-movement dynamics between sukuk and conventional bonds96 cited
  • 2017Comparative risk adjusted performance of Islamic, socially responsible and conventional funds: Evidence from United Kingdom93 cited

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

1981
The Systematic Risk of Corporate Bonds
77 cited
  • 2020The inter-temporal relationship between risk, capital and efficiency: The case of Islamic and conventional banks65 cited
  • Cited by

    No citing works inside the corpus for this window.