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dc.contributor.authorHassan, M. Kabir
dc.contributor.authorAlhomaidi, Asem
dc.contributor.authorSmolo, Edib
dc.date.accessioned2023-02-28T09:44:42Z
dc.date.available2023-02-28T09:44:42Z
dc.date.issued2022
dc.identifier.citationAlnamlah, A., Hassan, M.K., Alhomaidi, A., & Smolo, E. (2022). A new model for screening Shariah-compliant firms. Borsa Istanbul Review 22(S1), S10-S23. https://doi.org/10.1016/j.bir.2022.10.011en_US
dc.identifier.doihttps://doi.org/10.1016/j.bir.2022.10.011en_US
dc.identifier.urihttp://hdl.handle.net/20.500.14131/480
dc.description.abstractIn this paper, a new quantitative measure is developed to assess how well a firm complies with Shariah compared to other firms in a particular region. Investors can customize this measure according to their goals, constraints, and beliefs. The following two reasons make the use of this measure preferable to the existing use of ratio thresholds. First, it provides the Shariah-compliant investor with a clear understanding of the relative compliance status of each company he wishes to invest in. Second, it can be incorporated into any portfolio optimization model to ensure Shariah-compliance without compromising investment returns. Finally, the paper makes use of a sample of US publicly traded companies to demonstrate its illustrative results.en_US
dc.subjectIslamic financeen_US
dc.subjectIslamic investmenten_US
dc.subjectLeverageen_US
dc.subjectSharia-compliant firmsen_US
dc.subjectSharia screeningen_US
dc.titleA new model for screening Shariah-compliant firmsen_US
dc.source.journalBorsa Istanbul Reviewen_US
dc.source.volume22en_US
dc.source.issueS1en_US
refterms.dateFOA2023-02-28T09:44:42Z
dc.contributor.researcherExternal Collaborationen_US
dc.source.indexScopusen_US
dc.contributor.departmentFinanceen_US
dc.contributor.firstauthorAlnamlah, Abdullah


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