Digital currencies are unregulated and potentially have a destabilizing effect coupled with increased concerns over capital gains and losses in a high volatility environment. When added to a portfolio, this currency may have certain driving factors in terms of return and risks in the case of...

In this paper, we use stock price data between the years 2007 and 2010 to investigate the allocation of assets on the GSE. The Classical Markowitz optimization method shows that, the most profitable portfolio is obtained by investing 90% of wealth in non-financial assets and 10% in financial...

The aim of this paper is to assess the effectiveness and risk in the stock exchange market in Central and Eastern Europe countries (CEE) in view of the largest stock exchanges: NYSE2‑LSE‑HKSE2. The implementation of this objective was based on an analysis of basic stock market indicators and...

Duration and convexity are important measures in fixed-income portfolio management and help develop methodologies in interest rate risk management. This article presents empirical test of duration and convexity of Zero-Coupon Bonds( ZCBs )at NSE in order to determine sensitivity of ZCBs prices...

We examine the relationship between Islamic and conventional stock market returns to see if Islamic financial markets provide portfolio diversification benefits and safe havens during turbulent times. Using daily data from January 1996 through September 2020 we consider conventional emerging...

Frontmatter -- Contents -- 1 Why Faith-Based Investing? -- 2 Screening Methodologies and their Implications -- 3 Comparative Performance of Faith-Based Portfolios -- 4 Screening and Dividend Payout Behaviour -- 5 The Model -- 6 Summing up the Final Thoughts -- References -- List of Figures --...