Does low leverage minimise the impact of financial shocks? New optimisation strategies using Islamic stock screening for European portfolios
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DOI: 10.1016/j.intfin.2018.07.007
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Cited by:
- 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.
- Xie, Qiwei & Cheng, Lu & Liu, Ranran & Zheng, Xiaolong & Li, Jingyu, 2023. "COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis," Finance Research Letters, Elsevier, vol. 52(C).
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Keywords
Return; Volatility; Portfolio leverage; European stock market; Mean variance efficient frontier; Islamic stock screening;All these keywords.
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