Review and analysis of current Shariah‐compliant equity screening practices

By U. Derigs, Shehab Marzban. 2008

310 citations recorded by the source corpus.

Subfields: Accounting, Sociology and Political Science

View Paper: https://www.semanticscholar.org/paper/6f003edce0bd7cb185e94d631acbb305ca2107ea

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. Meryem Duygun Fethi
2. Omneya H. Abdelsalam
3. J. C. Matallín
4. Emili Tortosa‐Ausina
5. Raphie Hayat
6. R.G.W. Kraeussl
7. E. Girard
8. M. K. Hassan

In Sociology and Political Science

1. E. Girard
2. M. K. Hassan
3. Syed Aun R. Rizvi
4. Nafis Alam
5. Omneya H. Abdelsalam

Citations in the corpus

• On the comparative performance of socially responsible and Islamic mutual funds (2014, background): “However, there is no consensus regarding the criteria currently used to screen Shariah compliant stocks (Hayat and Kraeussl, 2011; Derigs and Marzban, 2008).5 The Islamic investment screening procedure, astonishingly enough, does not incorporate concerns of an environmental or social nature.”
• Islamic mutual funds’ financial performance and international investment style: evidence from 20 countries (2011, unknown): “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. Forte and Miglietta’s (2007) results highlight the unique characteristics of Islamic investments, as they do not observe FTSE’s Is”
• Crises and contagion in Asia Pacific — Islamic v/s conventional markets (2015, background): “The Shari'ah screening process has given general tenets to assess regarding whether a specific firm is halal (legitimate) or haram (unlawful) for venture (Derigs and Marzban, 2008).”
• Risk and Return Characteristics of Islamic Equity Funds (2011, background): “For example, Derigs and Marzban (2008) find that the Sharia Board of Standard & Poor's allows a receivables to market cap ratio of 49%, which is more than the 1/3 rule of the Dow Jones.”
• Faith-Based Ethical Investing: The Case of Dow Jones Islamic Indexes (2011, methodology): “There are various financial filtering rules (quantitative) used for DJIM and FTSE respectively and Chart 1 gives these financial filtering ratios in details (Derigs and Marzban, 2008).”