Does Islamic equity investment provide diversification benefits to conventional investors? Evidence from the multivariate GARCH analysis
Purpose: The purpose of this paper is to quantify the extent to which the Malaysia-based equity investors can benefit from diversifying their portfolio into the conventional and Islamic Southeast Asian region and the world’s top ten largest equity indices (China, Japan, Hong Kong, India, the UK, the...
| Main Authors: | , |
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| Format: | Article |
| Language: | English English English |
| Published: |
Emerald Group Publishing Ltd.
2018
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/57070/ http://irep.iium.edu.my/57070/ http://irep.iium.edu.my/57070/1/57070_Does%20Islamic%20equity%20investment%20provide.pdf http://irep.iium.edu.my/57070/2/57070_Does%20Islamic%20equity%20investment%20provide_SCOPUS.pdf http://irep.iium.edu.my/57070/13/57070%20Does%20Islamic%20equity%20investment%20provide%20diversification%20benefits%20to%20conventional%20investors_wos.pdf |