Multi factor equity model for shariah investment / Shahril Simon
The study is set out to discover a new multi factor model for Shariah investing in Malaysian stocks based on musharakah principle. It also wants to know the model explanatory power of stocks‟ risk decomposition and return attribution as well to forecast risk given the current volatile market. Existi...
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| Format: | Thesis |
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2015
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| Online Access: | http://studentsrepo.um.edu.my/6861/1/SHAHRIL_SIMON.pdf http://studentsrepo.um.edu.my/6861/ |
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