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New strategies and a new paradigm for Shariah-compliant portfolio optimization

Citations

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Cited by:

  1. Khan, Salman & Azmat, Saad, 2020. "Debt externality in equity markets: Leveraged portfolios and Islamic indices," International Review of Economics & Finance, Elsevier, vol. 69(C), pages 152-177.
  2. Boudt, Kris & Raza, Muhammad Wajid & Wauters, Marjan, 2019. "Evaluating the Shariah-compliance of equity portfolios: The weighting method matters," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 406-417.
  3. Mamoru Nagano, 2016. "Who issues Sukuk and when?: An analysis of the determinants of Islamic bond issuance," Review of Financial Economics, John Wiley & Sons, vol. 31(1), pages 45-55, November.
  4. Hutchinson, Mark C. & Mulcahy, Mark & O'Brien, John, 2018. "What is the cost of faith? An empirical investigation of Islamic purification," Pacific-Basin Finance Journal, Elsevier, vol. 52(C), pages 134-143.
  5. Nawal Hussein Abbas Elhussein & Salah AbdAlla Abd Elmahmoud, 2021. "Sharia Screening Methodology: Does Its Non-Unification Affect Its Implementation?," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 13(6), pages 1-59, June.
  6. Ashraf, Dawood & Khawaja, Mohsin, 2016. "Does the Shariah screening process matter? Evidence from Shariah compliant portfolios," Journal of Economic Behavior & Organization, Elsevier, vol. 132(S), pages 77-92.
  7. Shumi Akhtar & Maria Jahromi & Tom Smith, 2017. "Risk, return and mean-variance efficiency of Islamic and non-Islamic stocks: evidence from a unique Malaysian data set," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(1), pages 3-46, March.
  8. Pirgaip, Burak & Arslan-Ayaydin, Özgür & Karan, Mehmet Baha, 2021. "Do Sukuk provide diversification benefits to conventional bond investors? Evidence from Turkey," Global Finance Journal, Elsevier, vol. 50(C).
  9. Merdad, Hesham Jamil & Kabir Hassan, M. & Hippler, William J., 2015. "The Islamic risk factor in expected stock returns: an empirical study in Saudi Arabia," Pacific-Basin Finance Journal, Elsevier, vol. 34(C), pages 293-314.
  10. Beck, Thorsten & Demirgüç-Kunt, Asli & Merrouche, Ouarda, 2013. "Islamic vs. conventional banking: Business model, efficiency and stability," Journal of Banking & Finance, Elsevier, vol. 37(2), pages 433-447.
  11. Ashraf, Dawood & Rizwan, Muhammad Suhail & Ahmad, Ghufran, 2022. "Islamic equity investments and the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  12. Hoang, Thi-Hong-Van & Zhu, Zhenzhen & El Khamlichi, Abdelbari & Wong, Wing-Keung, 2019. "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Resources Policy, Elsevier, vol. 61(C), pages 617-626.
  13. Ali I. El Saleh & Doureige J. Jurdi, 2021. "Stock performance under alternative Shariah screening methods: Evidence from Australia," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(3), pages 4339-4388, September.
  14. Cheong, Calvin W.H., 2021. "Risk, resilience, and Shariah-compliance," Research in International Business and Finance, Elsevier, vol. 55(C).
  15. Fauzias Mat Nor & Amir Shaharuddin & Ainulashikin Marzuki & Nur Ainna Ramli, 2019. "Revised Malaysian Shariah Screening: Its Impact on Islamic Capital Market," Research in World Economy, Research in World Economy, Sciedu Press, vol. 10(1), pages 17-30, June.
  16. Makni, Rania & Benouda, Olfa & Delhoumi, Ezzedine, 2015. "Large scale analysis of Islamic equity funds using a meta-frontier approach with data envelopment analysis," Research in International Business and Finance, Elsevier, vol. 34(C), pages 324-337.
  17. Sing Tien Foo & Loh Kok Weng, 2014. "Predictability of Shariah-Compliant Stock and Real Estate Investments," International Real Estate Review, Global Social Science Institute, vol. 17(1), pages 23-46.
  18. Kafou, Ali & Chakir, Ahmed, 2017. "From Screening to Compliance Strategies: The Case of Islamic Stock Indices with Application on “MASI”," Islamic Economic Studies, The Islamic Research and Training Institute (IRTI), vol. 25, pages 55-84.
  19. Khaled O. Alotaibi & Christine Helliar & Nongnuch Tantisantiwong, 2022. "Competing Logics in the Islamic Funds Industry: A Market Logic Versus a Religious Logic," Journal of Business Ethics, Springer, vol. 175(1), pages 207-230, January.
  20. Abdul Halim, Asyraf, 2021. "Theory and evidence of the impacts of shariah debt screening on firm behaviour," MPRA Paper 109019, University Library of Munich, Germany.
  21. Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print hal-02964594, HAL.
  22. Dharani, M. & Hassan, M. Kabir & Paltrinieri, Andrea, 2019. "Faith-based norms and portfolio performance: Evidence from India," Global Finance Journal, Elsevier, vol. 41(C), pages 79-89.
  23. Dawood Ashraf, 2016. "Does Shari’ah Screening Cause Abnormal Returns? Empirical Evidence from Islamic Equity Indices," Journal of Business Ethics, Springer, vol. 134(2), pages 209-228, March.
  24. Shumi Akhtar & Maria Jahromi & Tom Smith, 2017. "Impact of the global financial crisis on Islamic and conventional stocks and bonds," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(3), pages 623-655, September.
  25. Yunieta Nainggolan & Janice How & Peter Verhoeven, 2016. "Ethical Screening and Financial Performance: The Case of Islamic Equity Funds," Journal of Business Ethics, Springer, vol. 137(1), pages 83-99, August.
  26. Andrikopoulos, Andreas, 2020. "Delineating social finance," International Review of Financial Analysis, Elsevier, vol. 70(C).
  27. Fan, Yaoyao & John, Kose & Liu, Frank Hong & Tamanni, Luqyan, 2019. "Security design, incentives, and Islamic microfinance: Cross country evidence," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 62(C), pages 264-280.
  28. EL AMRI Henda & HAMZA Taher, 2017. "Are There Causal Relationships Between Islamic Versus Conventional Equity Indices? International Evidence," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 12(1), pages 40-60, April.
  29. Kamil, Nazrol K.M. & Bacha, Obiyathulla I. & Masih, Mansur, 2021. "Is there a diversification “cost” of Shari’ah compliance? Empirical evidence from Malaysian equities," Economic Systems, Elsevier, vol. 45(1).
  30. Reazul Islam & Rubi Ahmad, 2020. "Applicability of Mudarabah and Musharakah as Islamic Micro-equity Finance to Underprivileged Women in Malaysia," The European Journal of Development Research, Palgrave Macmillan;European Association of Development Research and Training Institutes (EADI), vol. 32(1), pages 176-197, January.
  31. Saad Azmat & Haiqa Ali & Kym Brown & Michael Skully, 2021. "Persuasion in Islamic finance," Australian Journal of Management, Australian School of Business, vol. 46(2), pages 272-286, May.
  32. Muhammad Zeeshan & Jiabin Han & Alam Rehman & Kashif Saleem & Raza Ullah Shah & Amir Ishaque & Naveed Farooq & Arif Hussain, 2020. "Conventional Mutual Funds Out Perform Islamic Mutual Funds in the Context of Pakistan. A Myth or Reality," International Journal of Economics and Financial Issues, Econjournals, vol. 10(4), pages 151-157.
  33. Raza, Muhammad Wajid & Ashraf, Dawood, 2019. "Does the application of smart beta strategies enhance portfolio performance? The case of Islamic equity investments," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 46-61.
  34. Elnahas, Ahmed M. & Kabir Hassan, M. & Ismail, Ghada M., 2017. "Religion and mergers and acquisitions contracting: The case of earnout agreements," Journal of Corporate Finance, Elsevier, vol. 42(C), pages 221-246.
  35. Narayan, Paresh Kumar & Phan, Dinh Hoang Bach, 2019. "A survey of Islamic banking and finance literature: Issues, challenges and future directions," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 484-496.
  36. repec:ipg:wpaper:2014-091 is not listed on IDEAS
  37. Elnahas, Ahmed M. & Hassan, M. Kabir & Ismail, Ghada M., 2017. "Religion and ratio analysis: Towards an Islamic corporate liquidity measure," Emerging Markets Review, Elsevier, vol. 30(C), pages 42-65.
  38. Ajili, Wissem & Gara, Zeineb Ben, 2013. "Quel Avenir Pour La Finance Islamique En Tunisie ?," Etudes en Economie Islamique, The Islamic Research and Training Institute (IRTI), vol. 7, pages 31-70.
  39. Basov, Suren & Bhatti, M. Ishaq, 2014. "On Sharia’a-compliance, positive assortative matching, and return to investment banking," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 30(C), pages 191-195.
  40. Saeed bin Mahfooz & Habib Ahmed, 2014. "Shariah Investment Screening Criteria: A Critical Review المعايير الشرعية لفرز الاستثمارات: مراجعة نقدية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 27(1), pages 3-38, January.
  41. Fu, Yufen & Wright, Danika & Blazenko, George, 2020. "Ethical Investing Has No Portfolio Performance Cost," Research in International Business and Finance, Elsevier, vol. 52(C).
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