Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? : extreme co-movements and portfolio management analysis
Year of publication: |
2020
|
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Authors: | Al-Yahyaee, Khamis Hamed ; Mensi, Walid ; Ur Rehman, Mobeen ; Xuan Vinh Vo ; Kang, Sang Hoon |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 62.2020, p. 1-21
|
Subject: | Conditional VaR | Islamic and conventional stock sectors | Performance indices | Wavelet approach | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Islamisches Finanzsystem | Islamic finance | Islam |
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