Make the best from comparing conventional and Islamic asset classes: A design of an all-seasons combined portfolio
Year of publication: |
2021
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Authors: | Foglie, Andrea Delle ; Pola, Gianni |
Published in: |
Journal of Risk and Financial Management. - Basel : MDPI, ISSN 1911-8074. - Vol. 14.2021, 10, p. 1-17
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Publisher: |
Basel : MDPI |
Subject: | asset allocation | portfolio management | risk parity | Islamic equities | macroeconomic conditions |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm14100484 [DOI] 1784480827 [GVK] hdl:10419/258588 [Handle] |
Classification: | G11 - Portfolio Choice ; G15 - International Financial Markets ; G17 - Financial Forecasting ; G19 - General Financial Markets. Other |
Source: |
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Foglie, Andrea Delle, (2021)
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Sun, Weizhi, (2021)
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On the economic determinants of optimal stock-bond portfolios : international evidence
Conrad, Christian, (2017)
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Foglie, Andrea Delle, (2021)
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On entropy and portfolio diversification
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