Islamic and conventional portfolios optimization under investor sentiment states : Bayesian vs Markowitz portfolio analysis
Year of publication: |
2020
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Authors: | Trichilli, Yousra ; Abbes, Mouna Boujelbène ; Masmoudi, Afif |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 51.2020, p. 1-21
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Subject: | Portfolio optimization | Bayesian approach | Efficient frontier | Hidden markov model | Investor’s sentiment | Islamic indices | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Bayes-Statistik | Bayesian inference | Markov-Kette | Markov chain | Anlageverhalten | Behavioural finance | Islam |
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