The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing

This paper analyses the risk-adjusted performance of Islamic and conventional equity funds during the COVID-19 pandemic. We show that Islamic equity funds demonstrated differentials in risk-adjusted performance, investment styles, and volatility timing compared to their conventional counterparts. Sp...

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Detalles Bibliográficos
Autores principales: Mirza, Nawazish, Abbas Rizvi, Syed Kumail, Saba, Irum, Naqvi, Bushra, Yarovaya, Larisa
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8489849/
http://dx.doi.org/10.1016/j.iref.2021.09.019

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