Diversification of risk in Malaysian capital market analysis using composite and shariah market index performances

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Diversification of risk in Malaysian capital market analysis using composite and shariah market index performances

The study aims to achieve three objectives. Firstly, the study investigates the daily comovement between risky assets (equity, bonds, commodity, and mutual funds) return and non-risky assets (treasury bills and money market funds) return towards composite and Shariah market indices for a capital...

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Bibliographic Details
Main Author:	Shari, Aminah
Format:	Thesis
Language:	English
Published:	2021
Subjects:	Capital market - Malaysia Stock exchanges - Religious aspects - Islam Investments - Religious aspects - Islam
Online Access:	http://psasir.upm.edu.my/id/eprint/105503/ http://psasir.upm.edu.my/id/eprint/105503/1/SPE%202022%2038%20UPM%20IR.pdf

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