Is There A Diversification “Cost” of Shari’ah Compliance? Empirical Evidence from Malaysian Equities
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More about this item
KeywordsIslamic equity portfolio; portfolio diversification; efficient frontier; maximum Sharpe ratio; MGARCH-DCC; analysis of covariance (ANCOVA);
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
- C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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