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Comparison of Islamic and conventional bank stocks by Value-At-Risk method
Journal of Insurance and Financial Management
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| Title |
Comparison of Islamic and conventional bank stocks by Value-At-Risk method
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| Creator |
Abdrashev, Nursultan
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| Description |
This article is focused on comparison of Islamic and conventional bank stock volatility by VaR (Value-At-Risk) risk assessment method. The performed analysis has shown that factors affecting stock values for the different financial models are very similar, as well as that including stocks of both Islamic and conventional banks to an investor’s portfolio gives no significant benefits in terms of diversification.
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| Publisher |
Journal of Insurance and Financial Management
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| Contributor |
—
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| Date |
2016-05-27
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| Type |
info:eu-repo/semantics/article
info:eu-repo/semantics/publishedVersion Peer-reviewed Article |
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| Format |
application/pdf
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| Identifier |
https://journal-of-insurance-and-financial-management.com/index.php/JIFM/article/view/25
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| Source |
Journal of Insurance and Financial Management; Vol 1, No 4 (2016): Journal of Insurance and Financial Management
2371-2112 |
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| Language |
eng
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| Relation |
https://journal-of-insurance-and-financial-management.com/index.php/JIFM/article/view/25/pdf
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| Rights |
Copyright (c) 2016 Nursultan Abdrashev
http://creativecommons.org/licenses/by/4.0 |
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