Dynamic co-integration and portfolio diversification of Islamic and conventional indices : global evidence
Year of publication: |
November 2017
|
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Authors: | Abu-Alkheil, Ahmad M. ; Khan, Walayet A. ; Parikh, Bhavik ; Mohanty, Sunil |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 66.2017, p. 212-224
|
Subject: | Islamic finance | Islamic indices | Co-integration | Stochastic dominance | Islamisches Finanzsystem | Islam | Islamische Staaten | Islamic countries | Portfolio-Management | Portfolio selection | Kointegration | Cointegration | Welt | World | Wirtschaftsindikator | Economic indicator |
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