Risk-appetite discriminated investors' portfolio optimization using regime-switching models: Comparative analysis between sharia-compliant and non-sharia-compliant stocks
This study examines the portfolio wealth maximization (PWM) of risk-appetite discriminated (RAD) investors through technical analysis using regime-switching (RS) and non-RS models. The sample consists of 314 companies listed on Pakistan Stock Exchange (PSX), whereby 124 companies are Sharia-complian...
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| Main Author: | |
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| Format: | Thesis |
| Language: | English |
| Published: |
2021
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| Subjects: | |
| Online Access: | https://etd.uum.edu.my/10974/1/s902260_01.pdf https://etd.uum.edu.my/10974/ |
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