The objective of this paper is to investigate the notion of “doing well while doing good”
through examining the performance of Islamic, sustainability, and Islamic sustainability …

This study constructs active Islamic portfolios using a multi-style rotation strategy, derived
from the three prominent styles, namely, momentum, value, and quality investing. We use …

Asset managers generally focus on diversification or returns prediction to create added
value in portfolios of exchange-traded funds (ETFs). This article draws on dynamic risk …

There is an urgent need for improved measurement and benchmarking of size and book-
tomarket (style) performance. Given the proliferation of choice, a potentially serious problem …

We discuss risk, preference and valuation in classical economics, which led academics to
develop a theory of market prices, resulting in the general equilibrium theories. However, in …

According to the literature that an outperforming style changes due to time-varying style
premiums, I investigate the dynamic style allocation strategies with Korean stocks under …

In this article, we highlight the subspace approach to portfolio analysis. We focus on equities
and show that the subspace approach leads to the decomposition of a portfolio in terms of …

This article aims to determine whether style-neutral portfolios built out of value and growth
equity/mutual funds deliver benefits in terms of returns and diversification or whether they …

The success of the Fama and French 3-factor model in explaining empirical anomalies of the
Capital Asset Pricing Model (CAPM) suggests that style investing which places portfolios out …

Asset allocation is an essential part of portfolio construction, which allows investors to define
the portfolio risk level, and as such determines the portfolio future performance. Asset …