ALPHA-BETA SEPARATION PORTFOLIO STRATEGIES FOR ISLAMIC FINANCE

Article English OPEN
Valentyn Khokhlov;
(2016)
  • Publisher: Izdevnieciba “Baltija Publishing”
  • Journal: Baltic Journal of Economic Studies (issn: 2256-0742, eissn: 2256-0963)
  • Publisher copyright policies & self-archiving
  • Subject: portfolio management | hedge funds | alpha-beta separation | core-satellite portfolios | Islamic finance | Economic growth, development, planning | HD72-88

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 methodol... View more
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