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Full-Text Articles in Social and Behavioral Sciences
The Performance Of Stock Portfolios: Evidence From Analysing Malaysia Case, And Implication For Open Innovation, Ariful Hoque, Sharmeen Rakhi, Kamrul Hassan, Thi Le
The Performance Of Stock Portfolios: Evidence From Analysing Malaysia Case, And Implication For Open Innovation, Ariful Hoque, Sharmeen Rakhi, Kamrul Hassan, Thi Le
Research outputs 2014 to 2021
© 2020 by the authors. Licensee MDPI, Basel, Switzerland. This research examines the performance of the Islamic stock portfolio (ISP) and conventional stock portfolio (CSP) for the five industrial sectors and market in Malaysia. The capital asset pricing model statistics indicate that the ISP provides a higher return with a lower systematic risk compared to the CSP in different sectors; however, the ISP and CSP perform equally in the market. The non-parametric stochastic dominance approach reveals that the ISP is better than the CSP for portfolio return without considering the riskiness for all sectors except properties; further, the ISP outperforms …