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Volumn 33, Issue 6, 2009, Pages 1166-1176

New strategies and a new paradigm for Shariah-compliant portfolio optimization

Author keywords

Empirical analysis; Islamic funds; Portfolio models; Shariah guidelines

Indexed keywords


EID: 62749152719     PISSN: 03784266     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jbankfin.2008.12.011     Document Type: Article
Times cited : (102)

References (13)
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    • Portfolio optimization with stochastic dominance control
    • Dentcheva D., and Ruszczynski A. Portfolio optimization with stochastic dominance control. Journal of Banking and Finance 30 (2006) 433-451
    • (2006) Journal of Banking and Finance , vol.30 , pp. 433-451
    • Dentcheva, D.1    Ruszczynski, A.2
  • 5
    • 1442354159 scopus 로고    scopus 로고
    • Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management
    • Derigs U., and Nickel N. Meta-heuristic based decision support for portfolio optimization with a case study on tracking error minimization in passive portfolio management. OR Spectrum (Special Issue on Risk Management) 25 (2003) 345-378
    • (2003) OR Spectrum (Special Issue on Risk Management) , vol.25 , pp. 345-378
    • Derigs, U.1    Nickel, N.2
  • 7
    • 55149118403 scopus 로고    scopus 로고
    • The stocks at stake: Return and risk in socially responsible investment
    • Galema R., Plantinga A., and Scholtens B. The stocks at stake: Return and risk in socially responsible investment. Journal of Banking and Finance 32 (2008) 2646-2654
    • (2008) Journal of Banking and Finance , vol.32 , pp. 2646-2654
    • Galema, R.1    Plantinga, A.2    Scholtens, B.3
  • 8
    • 85008834188 scopus 로고    scopus 로고
    • Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints
    • Jobst N., Horniman M., Lucas C., and Mitra G. Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints. Quantitative Finance 1 (2001) 489-501
    • (2001) Quantitative Finance , vol.1 , pp. 489-501
    • Jobst, N.1    Horniman, M.2    Lucas, C.3    Mitra, G.4
  • 12
    • 48749108761 scopus 로고    scopus 로고
    • Socially responsible investments: Institutional aspects, performance, and investor behavior
    • Renneboog L., Ter Horst J., and Zhang C. Socially responsible investments: Institutional aspects, performance, and investor behavior. Journal of Banking and Finance 32 (2008) 1723-1742
    • (2008) Journal of Banking and Finance , vol.32 , pp. 1723-1742
    • Renneboog, L.1    Ter Horst, J.2    Zhang, C.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.