Optimising Portfolio Diversification in Islamic Economies: Insights from a DCC-GARCH Approach

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Optimising Portfolio Diversification in Islamic Economies: Insights from a DCC-GARCH Approach

This empirical study examines the diversification benefits of Islamic equity markets in Malaysia and Indonesia from January 2000 to December 2022. Despite extensive research, the diversification potential of Association of Southeast Asian Nations (ASEAN) Islamic equity markets in times of turmoil ha...

書目詳細資料
發表在:	Studies in Systems, Decision and Control
主要作者:	Fahami N.A.; Basri M.F.
格式:	Book chapter
語言:	English
出版:	Springer Science and Business Media Deutschland GmbH 2025
在線閱讀:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85214666931&doi=10.1007%2f978-3-031-71526-6_51&partnerID=40&md5=57db8f3bed04afc3b48f55f2e194a9c4

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