Benjelloun, Hicham; Abdullah, Abdulkader M.A. - In: International Journal of Islamic and Middle Eastern … 2 (2009) 3, pp. 201-212
Purpose – The purpose of this paper is to investigate how best to diversify in Saudi Arabia's stock market. Design/methodology/approach – The analysis proceeds as follows: first, repeated sampling with replacement from a sample of 62 actual companies' monthly stock returns from January 2001...