ALPHA-BETA SEPARATION PORTFOLIO STRATEGIES FOR ISLAMIC FINANCE
The purpose of this paper is to develop a mathematical alpha-beta separation model that can be used to create a core-satellite portfolio management strategy that complies with the principles of Islamic finance. Methodology. Core-satellite portfolio construction methodology is used to implement the a...
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| Format: | Article |
| Language: | English |
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Izdevnieciba “Baltija Publishing”
2016-11-01
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| Series: | Baltic Journal of Economic Studies |
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| Online Access: | http://www.baltijapublishing.lv/index.php/issue/article/view/136/143 |