Khemakhem, Imen; Bahloul, Slah - In: International journal of business performance … 25 (2024) 3, pp. 435-455
This paper investigates the potential portfolio diversification benefits through introducing commodities to international Islamic stock portfolios through the period 2016-2020. Different types of asset investment strategies such as equally weighted portfolios (1/N), risk-parity, reward-to-risk...