Understanding time-varying systematic risks in Islamic and conventional sectoral indices
Syed Aun R. Rizvi, Shaista Arshad
| Year of publication: |
2018
|
|---|---|
| Authors: | Rizvi, Syed Aun Raza ; Arshad, Shaista |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 70.2018, p. 561-570
|
| Subject: | Beta | Islamic finance | Equity indices | Systematic risk | Islamisches Finanzsystem | Betafaktor | Beta risk | CAPM | Aktienmarkt | Stock market | Systemrisiko | Systemic risk | Portfolio-Management | Portfolio selection | Aktienindex | Stock index | Welt | World | Islamische Staaten | Islamic countries | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.10.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012027984