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A Survey of Literature on Islamic Equity Style Investing and its Applications

The study of equity style investing and its application to Islamic stock markets is limited but evolving. The need for analysis in this area is more pronounced as a result of investors and fund managers placing a greater level of importance on equity style investing. However, with the absence of Islamic equity style indices in many emerging markets, the analysis and further utilization of this investment strategy are impeded. Looking at the seminal papers by Sharpe (1992), as well as Fama and French (1992), which are the cornerstone of the idea and methodologies of equity style investing, this survey also traces the work contributed by scholars that have evolved along the way. Findings related to the literature seem to suggest that there are many areas that require further research, especially to explain the idiosyncratic nature of Islamic equity style investing. .Printed Journal

Ketersediaan

Call NumberLocationAvailable
CMR2401PSB lt.dasar - Pascasarjana1
Penerbit Malaysia Finance Association and Bursa Malaysia.,
Edisi -
Subjek Style analysis
Asset allocation
Islamic equity
style investing
Fama and French three
factor model
ISBN/ISSN 18234445
Klasifikasi -
Deskripsi Fisik -
Info Detail Spesifik -
Other Version/Related Tidak tersedia versi lain
Lampiran Berkas Tidak Ada Data