Hoque, Ariful; Rakhi, Sharmeen; Hassan, Kamrul; Le, Thi - In: Journal of open innovation : technology, market, and … 6 (2020) 4/178, pp. 1-13
This research examines the performance of the Islamic stock portfolio (ISP) and conventional stock portfolio (CSP) for the five industrial sectors and market in Malaysia. The capital asset pricing model statistics indicate that the ISP provides a higher return with a lower systematic risk...