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Persistent link: https://www.econbiz.de/10009772027
This paper examines the performance of seven indexes chosen from the Dow Jones Islamic Market Index (DJIM) vis-à-vis their non-Islamic counterparts using a variety of measures such as Sharpe, Treynor, Jenson and Fama's selectivity, net selectivity and diversification. Second, we examine the...
Persistent link: https://www.econbiz.de/10012921987
This paper examines the performance of seven indexes chosen from the Dow Jones Islamic Market Index (DJIM) vis-à-vis their non-Islamic counterparts using a variety of measures such as Sharpe, Treynor, Jensen and Fama’s selectivity, net selectivity and diversification. Second, we examine the...
Persistent link: https://www.econbiz.de/10014183478