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...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Thesis |
| 语言: | English |
| 出版: |
2021
|
| 主题: | |
| 在线阅读: | https://etd.uum.edu.my/10974/1/s902260_01.pdf https://etd.uum.edu.my/10974/ |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|