Optimising Portfolio Diversification in Islamic Economies: Insights from a DCC-GARCH Approach

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Optimising Portfolio Diversification in Islamic Economies: Insights from a DCC-GARCH Approach

This empirical study examines the diversification benefits of Islamic equity markets in Malaysia and Indonesia from January 2000 to December 2022. Despite extensive research, the diversification potential of Association of Southeast Asian Nations (ASEAN) Islamic equity markets in times of turmoil ha...

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Bibliographic Details
Published in:	Studies in Systems, Decision and Control
Main Author:	Fahami N.A.; Basri M.F.
Format:	Book chapter
Language:	English
Published:	Springer Science and Business Media Deutschland GmbH 2025
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85214666931&doi=10.1007%2f978-3-031-71526-6_51&partnerID=40&md5=57db8f3bed04afc3b48f55f2e194a9c4

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