Foglie, Andrea Delle; Pola, Gianni - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-17
This paper aims to contribute to the existing literature in portfolio management and strategy by investigating the performance, diversification, and hedging benefits arising from integrating Sharia-compliant stocks into a conventional portfolio. Thus, this paper tests the performance of a...