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

QR Code

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...

书目详细资料
发表在:	Studies in Systems, Decision and Control
主要作者:	Fahami N.A.; Basri M.F.
格式:	Book chapter
语言:	English
出版:	Springer Science and Business Media Deutschland GmbH 2025
在线阅读:	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

相似书籍

Portfolio Diversification Benefits of Malaysia's Stock Indices with Commodities: An Analysis Based on the MGARCH-DCC and Wavelet Techniques; [Manfaat Kepelbagaian Portfolio Indeks Saham Malaysia dengan Komoditi: Analisis Berdasarkan Teknik MGARCH-DCC dan Wavelet]
由: 2-s2.0-85134846781
出版: (2022)

DEA portfolio selection in Malaysian stock market
由: 2-s2.0-84864823074
出版: (2012)

Product diversification and large construction firm productivity: the effect of institutional environments in Malaysia
由: 2-s2.0-85088578653
出版: (2020)

Portfolio of IT investment and organisational performance. Moderating role of decentralised decision making
由: Mohamad A.; Li P.; Alam N.; Zainuddin Y.
出版: (2020)

Explaining the competitive advantage of islamic hotel concepts: Insights from Malaysia
由: 2-s2.0-85085075393
出版: (2019)

Political economy of Islamic banking growth: Does political regime and institutions, governance and political risks matter?
由: Asutay M.; Mohd Sidek N.Z.
出版: (2021)

Political economy of Islamic banking growth: Does political regime and institutions, governance and political risks matter?
由: 2-s2.0-85087829594
出版: (2021)

Impact of the circular economy on human development: evidence from Germany
由: 2-s2.0-85192026281
出版: (2024)

Strategy for accelerating the realization of climate-smart agriculture using a circular economy perspective approach
由: Prajanti S.D.W.; Soesilowati E.; Daud D.
出版: (2025)

Optimisation of Palm Kernel Shell Activated Carbon for Carbon Dioxide Adsorption: Taguchi Approach
由: 2-s2.0-85163806127
出版: (2023)

Predicting purchase intention of hybrid electric vehicles: Evidence from an emerging economy
由: 2-s2.0-85085545742
出版: (2020)

Family firms, audit committees and audit fees: Evidence from an emerging economy
由: 2-s2.0-85011965760
出版: (2016)

Exploring the Islamic work ethics and Halal meat supply chain: An insight
由: Omar E.N.B.; Sarbani N.B.; Osman I.; Omar H.H.; Jaafar H.S.
出版: (2022)

Do government expenditures and institutions drive growth? Evidence from developed and developing economies
由: Sidek N.Z.M.; Asutay M.
出版: (2020)

Effect of optimisation variable and the role of plant extract in the synthesis of nanoparticles using plant-mediated synthesis approaches
由: 2-s2.0-85182559759
出版: (2024)

Political Economy of Malaysia’s Industrial Policy: Institutional Capacity and the Automotive Industry
由: Suffian F.
出版: (2021)

Multimedia super corridor, malaysia: Knowledge-based urban development lessons from an emerging economy
由: 2-s2.0-84922701990
出版: (2015)

Photocatalytic degradation of methyl green dye by nitrogen-doped carbon quantum dots: Optimisation study by Taguchi approach
由: Abd Rani U.; Ng L.Y.; Ng Y.S.; Ng C.Y.; Ong Y.H.; Lim Y.P.
出版: (2022)

A Non-Convex Economic Dispatch Problem with Point-Valve Effect Using a Wind-Driven Optimisation Approach
由: 2-s2.0-85112111643
出版: (2022)

Statistical optimisation of diesel biodegradation at low temperatures by an antarctic marine bacterial consortium isolated from non‐contaminated seawater
由: Zakaria N.N.; Gomez‐fuentes C.; Abdul Khalil K.; Convey P.; Roslee A.F.A.; Zulkharnain A.; Sabri S.; Shaharuddin N.A.; Cárdenas L.; Ahmad S.A.
出版: (2021)

Sustainable food supply chain framework in a circular economy
由: 2-s2.0-85163625318
出版: (2023)

Administrative Economies of Scale in the Malaysian States: A Panel Data Analysis
由: Ting S.K.; Ahmad M.; Dollery B.
出版: (2025)

The 5M Approach in 21st Century Islamic Education
由: 2-s2.0-85217697177
出版: (2024)

Promoting Accountability in Green Technology and Sustainability: Insights from Perpustakaan Tun Abdul Razak (PTAR), Universiti Teknologi MARA in Community Welfare through Islamic Principles
由: Ismail S.A.; Zakaria Z.A.; Jantan A.
出版: (2024)

The insight of industrialised building system (IBS) By bumiputera construction players
由: Muhammad W.M.N.W.; Azman M.A.; Othman M.K.F.; Hadi N.A.; Sahimi S.N.S.; Mohammad M.F.
出版: (2016)

Optimisation of culture composition for glyphosate degradation by Burkholderia vietnamiensis strain AQ5-12
由: Manogaran M.; Shukor M.Y.; Yasid N.A.; Khalil K.A.; Ahmad S.A.
出版: (2018)

Audit committee characteristics and environmental disclosure practices: Insights from Malaysian listed firms
由: Razali M.W.M.; Fauzan N.F.; Joseph C.; Yau D.L.I.; Hassan N.A.
出版: (2025)

The Shariah Perspective on Cryptocurrency: Insights from Malaysian Scholars
由: Muhammad, et al.
出版: (2024)

Modeling Age-Friendly Environment, Active Aging, and Social Connectedness in an Emerging Asian Economy
由: 2-s2.0-84973462725
出版: (2016)

Investigating Quantum Computing’s Potential for Supply Chain Management Optimisation
由: Ramachandran K.K.; Hasbullah N.N.; Rathore N.; Rao S.S.P.; Singh N.; Ranjit P.S.; Lis T.
出版: (2025)

Designing islamic microfinance products for islamic banks in Malaysia
由: Hassan S.; Rahman R.A.; Bakar N.A.; Mohd R.; Muhammad A.D.
出版: (2013)

Exploring green packaging acceptance in fast moving consumer goods in emerging economy: The case of malaysia
由: 2-s2.0-85118244585
出版: (2021)

Insight into photocatalysis technology as a promising approach to tackle microplastics pollution through degradation and upcycling
由: 2-s2.0-85159621178
出版: (2023)

Unveiling the spillover effects of democracy and renewable energy consumption on the environmental quality of BRICS countries: A new insight from different quantile regression approaches
由: 2-s2.0-85164245870
出版: (2023)

The Shariah Perspective on Cryptocurrency: Insights from Malaysian Scholars
由: 2-s2.0-86000305679
出版: (2024)

The impact of capital intensity on construction firms' labor productivity in a developing economy: the effect of market regulation
由: Juhari, et al.
出版: (2025)

The impact of capital intensity on construction firms’ labor productivity in a developing economy: the effect of market regulation
由: 2-s2.0-85219201258
出版: (2025)

Predictive Model and Optimisation of MQL Mist Flow Velocity Through CFD Analysis
由: Zulkifli, et al.
出版: (2024)

Halal and Health: Applying Theory of Constraints to Optimise Halal Healthcare Supply Chain
由: 2-s2.0-85219628239
出版: (2024)

Thermogravimetric analysis and the optimisation of bio-oil yield from fixed-bed pyrolysis of rice husk using response surface methodology (RSM)
由: 2-s2.0-78651472333
出版: (2011)