The Classification of Sharia Assets and Performance of Financial Portfolio
The paper investigates the Shariah compliant and conventional portfolios in financial settings of Pakistan during the period 2009-2019 by using Markowitz Minimum-Variance (MMV) framework. Using daily excess returns, we first investigate the impact of Shariah screening criteria on stock returns then...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
İLKE İlim Kültür Eğitim Vakfı
2021-08-01
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| Series: | Türkiye İslam İktisadı Dergisi |
| Subjects: | |
| Online Access: | https://tujise.org/uploads/2024/07/a179.pdf |
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