Advanced risk profile analysis of Islamic equity investment : evidence from the American, Asian and European markets
Year of publication: |
August 2015
|
---|---|
Authors: | Bellalah, Mondher ; Chayeh, Zeineb |
Published in: |
Journal of risk. - London : Infopro Digital Risk, ISSN 1465-1211, ZDB-ID 1476260-2. - Vol. 17.2014/2015, 6, p. 73-99
|
Subject: | Islamic equity | value-at-risk (VaR) | expected shortfall (ES) | extreme valwalue theory (EVT) | Risikomaß | Risk measure | Islamisches Finanzsystem | Islamic finance | Islam |
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