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Keywords: Dynamic portfolio optimisation
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Journal Articles
Journal of Islamic Accounting and Business Research (2023) 14 (1): 34–57.
Published: 08 June 2022
...Mohd Edil Abd Sukor; Asyraf Abdul Halim Purpose This paper aims to investigate the dynamic portfolio optimisation performance of numerous samples of Shariah-compliant firms in the USA vis-à-vis the overall conventional sample. Design/methodology/approach This paper constructs...
