Using a sample of Islamic and conventional mutual funds managed by HSBC, the fourth largest fund manager in Saudi Arabia, from January 2003 to January 2010, we examine their risk-return behavior by employing a number of performance measures such as Sharpe, Treynor, Jensen Alpha and their...

Using a sample of Islamic and conventional mutual funds managed by HSBC, the fourth largest fund manager in Saudi Arabia, from January 2003 to January 2010, we examine their risk-return behavior by employing a number of performance measures such as Sharpe, Treynor, Jensen Alpha and their...

Theoretical and practical foundations of liquidity-adjusted value-at-risk (lvar) : optimization algorithms for portfolios selection and management / Mazin A. M. Al Janabi -- Financial analysis for mobile and cloud applications / Jennifer Brodmann and Makeen Huda -- Eye movement study of...