Concepedia

The resilience of Islamic equity funds during COVID-19: Evidence from risk adjusted performance, investment styles and volatility timing

Nawazish Mirza, Syed Kumail Abbas Rizvi, Irum Saba, Bushra Naqvi, Larisa Yarovaya

International Review of Economics & Finance · 2021 · 108 citations · 33 references

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References

33

THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964

Michael C. Jensen · The Journal of Finance · 1968 · 4.4K citations · Full text

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Mutual Fund Performance

William F. Sharpe · The Journal of Business · 1966 · 3.8K citations

, , +17

A forecast comparison of volatility models: does anything beat a GARCH(1,1)?

Peter Reinhard Hansen, Asger Lunde · Journal of Applied Econometrics · 2005 · 1.7K citations · Full text

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Asset allocation

William F. Sharpe · The Journal of Portfolio Management · 1992 · 1.6K citations

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Performance Measurement in a Downside Risk Framework

Frank A. Sortino, Lee Price · The Journal of Investing · 1994 · 886 citations

, , +14