Heads we win, tails you lose: Is there equity in Islamic equity funds?
We made the first estimate of the proportion of fund alpha statistically attributable to luck rather than skill for a sample of Malaysian Islamic equity funds. Broadly, the funds do not outperform market benchmarks. In the limited instances where performance is superior, based on a contemporary met...
Saved in:
| Main Authors: | , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2014
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/41388/1/PACFIN649_-_Published_Version.pdf http://irep.iium.edu.my/41388/ http://www.elsevier.com/locate/pacfin |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|