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Associate Professor of Finance, Lahore School of Economics

I have been working as Associate Professor of Finance at Lahore School of Economics since 2012. I have over fifteen years of teaching/ research and administrative experience at several public and private sector institutes of Pakistan and France. My primary research interests lie in the areas of Corporate Finance, Investment Valuation, Portfolio Management and Banking.

 
POSTS BY SYED KUMAIL ABBAS RIZVI
  • Religion based investing and illusion of Islamic Alpha and Beta

    Syed Kumail Abbas RIZVI, CFA    Naqvi, Bushra, Rizvi, Syed Kumail Abbas, Mirza, Nawazish, Reddy, Krishna,
    22 Sep 2018
    209
    0

    Risk hedging in Islamic funds is more stable trait than Alpha generation.

    Style Analysis yielded no superiority of Islamic funds in Alpha generation or Beta reduction.

    Islamic funds in Pakistan generate high returns with low risk offering better risk return trade-off.

    Malaysian Islamic funds exhibit low risk but at the cost of low returns.

    Fama French five-factor model confirms the robustness of results.