Does a held-to-maturity strategy impede effective portfolio diversification for Islamic bond (sukuk) portfolios? A multi-scale continuous wavelet correlation analysis
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More about this item
KeywordsPortfolio Diversification; Sukuk; Islamic Bonds; Continuous wavelet analysis;
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- Z12 - Other Special Topics - - Cultural Economics - - - Religion
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-07-05 (All new papers)
- NEP-ARA-2014-07-05 (MENA - Middle East & North Africa)
- NEP-SEA-2014-07-05 (South East Asia)
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