Does the Application of Smart Beta Strategies Enhance Portfolio Performance? The Case of Islamic Equity Investments
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- Raza, Muhammad Wajid & Ashraf, Dawood, 2019. "Does the application of smart beta strategies enhance portfolio performance? The case of Islamic equity investments," International Review of Economics & Finance, Elsevier, vol. 60(C), pages 46-61.
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- Ashraf, Dawood & Rizwan, Muhammad Suhail & Ahmad, Ghufran, 2022. "Islamic equity investments and the COVID-19 pandemic," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
- Khan, Abdullah & Rizvi, Syed Aun R. & Ali, Mohsin & Haroon, Omair, 2021. "A survey of Islamic finance research – Influences and influencers," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
- Reema Monga & Deepti Aggrawal & Jagvinder Singh, 2022. "Exploring new frontiers in indexing strategies: an optimization-based risk-efficient solution," International Journal of System Assurance Engineering and Management, Springer;The Society for Reliability, Engineering Quality and Operations Management (SREQOM),India, and Division of Operation and Maintenance, Lulea University of Technology, Sweden, vol. 13(2), pages 853-865, June.
- Pepis, Scott & de Jong, Pieter, 2019. "Effects of Shariah-compliant business practices on long-term financial performance," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 254-267.
- Fadillah Mansor & M. Ishaq Bhatti & Shafiqur Rahman & Hung Quang Do, 2020. "The Investment Performance of Ethical Equity Funds in Malaysia," JRFM, MDPI, vol. 13(9), pages 1-14, September.
- Delle Foglie, Andrea & Panetta, Ida Claudia, 2020. "Islamic stock market versus conventional: Are islamic investing a ‘Safe Haven’ for investors? A systematic literature review," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
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More about this item
Keywords
Portfolio construction methods; capital markets; Shari’ah investments; Smart beta;All these keywords.
JEL classification:
- F40 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - General
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- G29 - Financial Economics - - Financial Institutions and Services - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ISF-2018-05-28 (Islamic Finance)
- NEP-SEA-2018-05-28 (South East Asia)
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