Zobrazeno 1 - 10 of 21 pro vyhledávání: '"Muhammad Wajid Raza"'
1
Covid-19 and informational efficiency in Asian emerging markets: a comparative study of conventional and Shariah-compliant stocks
Autor: Muhammad Wajid Raza, Bahrawar Said, Ahmed Elshahat
Publikováno v: International Journal of Islamic and Middle Eastern Finance and Management. 16:576-592
Purpose This study aims to provide a comparative insight into the level of informational efficiency and irregularities of Shariah-compliant stocks and conventional stocks in three emerging markets, namely, China, Malaysia and Pakistan. The empirical
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::63996048bfcc9bb548c28df7e224b670
https://doi.org/10.1108/imefm-01-2022-0041
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2
Political risk and portfolio performance: implications for Shariah-compliant investors
Autor: Muhammad Wajid Raza, Adam Zaremba, Tahir Suleman
Publikováno v: International Journal of Islamic and Middle Eastern Finance and Management.
Purpose Political risk is an important determinant of portfolio returns. The basic purpose of this study is to revisit the importance of political risk in a constrained portfolio, namely, a Shariah-compliant equity portfolio (SCEP). Furthermore, the
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::849c91e34e01704a886e077b94cee5e7
https://doi.org/10.1108/imefm-08-2022-0317
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3
BOUNDED STRATEGIES FOR MAXIMIZING THE SHARPE RATIO
Autor: JIANG YE, YIWEI WANG, MUHAMMAD WAJID RAZA
Publikováno v: International Journal of Theoretical and Applied Finance. 26
Bernard et al. [(2019) Optimal strategies under omega ratio, European Journal of Operational Research 275 (2), 755–767] use convex ordering arguments to determine the bounded payoff for maximizing the omega ratio. However, it appears difficult to a
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::8e475506d12bfaaead59e07bf2c29ad3
https://doi.org/10.1142/s0219024923500024
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6
Does the choice of stock selection criteria affect the performance of Sharīʿah-compliant equity portfolios?
Autor: Muhammad Wajid Raza
Publikováno v: ISRA International Journal of Islamic Finance. 13:264-280
Purpose There are a number of differences in the current Sharīʿah screening guidelines formulated by Sharīʿah scholars associated with world-renowned index providers and financial institutions. The purpose of this study is to highlight the conseq
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c8cc9149baf489d5fccf916aa22791f5
https://doi.org/10.1108/ijif-07-2020-0139
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7
Can Mixed-Frequency Data Improve the Higher-Order Moments Portfolio Performance?
Autor: Muhammad Wajid Raza, Wanbo Lu, Dong Yang, Shuang Zhao
Publikováno v: Emerging Markets Finance and Trade. 57:4473-4493
In the presence of non-normally distributed asset returns, an optimal portfolio selection should consider higher-order (co-)moments when no sampling errors exist. However, the curse of dimensionali...
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::c790d3199befde52c28f82d8ad23ca72
https://doi.org/10.1080/1540496x.2020.1785862
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8
Three Major Crises and Asian Emerging Market Informational Efficiency: A Case of Pakistan Stock Exchange-100 Index
Autor: Bahrawar Said, Shafiq Ur Rehman, Muhammad Wajid Raza
Publikováno v: Journal of Risk and Financial Management; Volume 15; Issue 12; Pages: 619
Periods of economic turmoil distort the ability of stock prices to reflect the available information. In the last three decades, emerging markets experienced numerous crises. The major three of them are the Asian Financial Crisis (1997–1998), Globa
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::609d22c70cc932375f5f081112179e9e
https://doi.org/10.3390/jrfm15120619
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9
Avoiding Interest-Based Revenues while Constructing Shariah-Compliant Portfolios: False Negatives and False Positives
Autor: Kris Boudt, Muhammad Wajid Raza, Özgür Arslan-Ayaydin
Publikováno v: The Journal of Portfolio Management, 44(5), 136-143. Institutional Investor, Inc
Arslan-Ayaydin, O, Boudt, K M R & Raza, M W 2018, ' Avoiding Interest-Based Revenues while Constructing Shariah-Compliant Portfolios: False Negatives and False Positives ', The Journal of Portfolio Management, vol. 44, no. 5, pp. 136-143 . https://doi.org/10.3905/jpm.2018.44.5.136
Shariah law prohibits investments in equities of companies for which interest income is a considerable source of revenue. In practice, this is often enforced by prohibiting investments in firms for which the reported interest-based revenues exceed a
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::cb42e3b263d695b3f961222aab4e997f
https://doi.org/10.3905/jpm.2018.44.5.136
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10
The Role of Ownership and Capital Structure on Compliance: The Case of Regulatory Changes for Shariah Screening Methodology
Autor: Dawood Ashraf, Muhammad Wajid Raza
Publikováno v: SSRN Electronic Journal.
In this study, we examine the impact of regulatory changes in Shariah screening guidelines as introduced by the Financial Services Act 2013 in Malaysia. The adoption of new regulations for Shariah-screening methodology affects the Shariah-compliance
Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::08fe4faf2f60432abab81b83f3b7998f
https://doi.org/10.2139/ssrn.3563016
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