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

By U. Derigs, Shehab Marzban. 2009

136 citations recorded by the source corpus.

Subfields: Accounting, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/139ef5c2d61f870ab9dda19f76504912580aac4f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Accounting

1. Andreas G. F. Hoepner
2. Hussain Gulzar Rammal
3. Michael Rezec

In Finance

1. Andreas G. F. Hoepner
2. Hussain Gulzar Rammal
3. Michael Rezec

Citations in the corpus

• Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries (2011, background): “Most notably, Derigs and Marzban (2009) find ex-post optimised Shariah compliant indices to deliver a lower financial return than ex-post optimized conventional indices.”