Conceptual model of volatility index for Islamic Real Estate Investment Trusts (I-REITs) / Mohd Fariz Helmi Husain and Muhammad Najib Razali
This study will present the conceptual model of volatility index of the Islamic REITs (IREITs which covers I-REITs in Malaysia. This is aimed to provide clear evident and perception for I-REITs as major investment option in property security market. The volatility index will be considering the majo...
Saved in:
Main Authors: | , |
---|---|
Format: | Conference or Workshop Item |
Language: | English |
Published: |
2021
|
Subjects: | |
Online Access: | https://ir.uitm.edu.my/id/eprint/81493/1/81493.pdf https://ir.uitm.edu.my/id/eprint/81493/ |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
id |
my.uitm.ir.81493 |
---|---|
record_format |
eprints |
spelling |
my.uitm.ir.814932023-09-11T00:35:22Z https://ir.uitm.edu.my/id/eprint/81493/ Conceptual model of volatility index for Islamic Real Estate Investment Trusts (I-REITs) / Mohd Fariz Helmi Husain and Muhammad Najib Razali Husain, Mohd Fariz Helmi Razali, Muhammad Najib Real estate business. Real property This study will present the conceptual model of volatility index of the Islamic REITs (IREITs which covers I-REITs in Malaysia. This is aimed to provide clear evident and perception for I-REITs as major investment option in property security market. The volatility index will be considering the major indicators of performance in portfolios' assets performance namely Sharpe Index, potential of diversification, portfolio optimisation, causality, volatility and spillovers. Research on Global I-REITs have not been significant yet. This is especially on the issue of volatility index due to the high integration of major portfolios assets market in recent years. This study attempts to fill the space in the picture of I-REITs markets by using a volatility technique. Islamic REITs has attracted other countries to start diversifying their businesses as well as optimizing their countries' investment opportunities. 2021 Conference or Workshop Item PeerReviewed text en https://ir.uitm.edu.my/id/eprint/81493/1/81493.pdf Conceptual model of volatility index for Islamic Real Estate Investment Trusts (I-REITs) / Mohd Fariz Helmi Husain and Muhammad Najib Razali. (2021) In: Property Talk 2021: Industrial Revolution 4.0 in Malaysia Property, November. |
institution |
Universiti Teknologi Mara |
building |
Tun Abdul Razak Library |
collection |
Institutional Repository |
continent |
Asia |
country |
Malaysia |
content_provider |
Universiti Teknologi Mara |
content_source |
UiTM Institutional Repository |
url_provider |
http://ir.uitm.edu.my/ |
language |
English |
topic |
Real estate business. Real property |
spellingShingle |
Real estate business. Real property Husain, Mohd Fariz Helmi Razali, Muhammad Najib Conceptual model of volatility index for Islamic Real Estate Investment Trusts (I-REITs) / Mohd Fariz Helmi Husain and Muhammad Najib Razali |
description |
This study will present the conceptual model of volatility index of the Islamic REITs (IREITs which covers I-REITs in Malaysia. This is aimed to provide clear evident and perception for I-REITs as major investment option in property security market. The volatility index will be considering the major indicators of performance in portfolios' assets performance namely Sharpe Index, potential of diversification, portfolio optimisation, causality, volatility and spillovers. Research on Global I-REITs have not been significant yet. This is especially on the issue of volatility index due to the high integration of major portfolios assets market in recent years. This study attempts to fill the space in the picture of I-REITs markets by using a volatility technique. Islamic REITs has attracted other countries to start diversifying their businesses as well as optimizing their countries' investment opportunities. |
format |
Conference or Workshop Item |
author |
Husain, Mohd Fariz Helmi Razali, Muhammad Najib |
author_facet |
Husain, Mohd Fariz Helmi Razali, Muhammad Najib |
author_sort |
Husain, Mohd Fariz Helmi |
title |
Conceptual model of volatility index for Islamic Real Estate Investment Trusts (I-REITs) / Mohd Fariz Helmi Husain and Muhammad Najib Razali |
title_short |
Conceptual model of volatility index for Islamic Real Estate Investment Trusts (I-REITs) / Mohd Fariz Helmi Husain and Muhammad Najib Razali |
title_full |
Conceptual model of volatility index for Islamic Real Estate Investment Trusts (I-REITs) / Mohd Fariz Helmi Husain and Muhammad Najib Razali |
title_fullStr |
Conceptual model of volatility index for Islamic Real Estate Investment Trusts (I-REITs) / Mohd Fariz Helmi Husain and Muhammad Najib Razali |
title_full_unstemmed |
Conceptual model of volatility index for Islamic Real Estate Investment Trusts (I-REITs) / Mohd Fariz Helmi Husain and Muhammad Najib Razali |
title_sort |
conceptual model of volatility index for islamic real estate investment trusts (i-reits) / mohd fariz helmi husain and muhammad najib razali |
publishDate |
2021 |
url |
https://ir.uitm.edu.my/id/eprint/81493/1/81493.pdf https://ir.uitm.edu.my/id/eprint/81493/ |
_version_ |
1778165902231994368 |
score |
13.15806 |