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
Categories: Islamic Finance, Equity Investments

Country or region: Asia Pacific (Overall), Malaysia, Pakistan

• 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 ......

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