Sökning: "DJIM"

Hittade 1 uppsats innehållade ordet DJIM.

  1. 1. Risk-adjusted return performance on a screened index : An empirical investigation of a Shariah screened index and a non-screened index

    Kandidat-uppsats, IHH, Nationalekonomi

    Författare :andreas elf; Eduardo Gonzalez Riffo; [2012]
    Nyckelord :Islamic finance; Islamic Index; Conventional index; CAPM; Sharpe ratio; Treynor index; Performance; DJIM; NASDAQ; S P.;

    Sammanfattning : This paper investigates whether an Islamic screened benchmark index shows a different risk adjusted performance in comparison to a non-screened benchmark index. In contrast to other papers this study analyzes daily observations in the years from 2007 to 2012, a period heavily affected by the financial crisis. LÄS MER