Tail risk analysis of the S&P/OIC COMCEC 50 index
The S&P/OIC COMCEC 50 Sharia index is a joint index created by the organization of the Islamic conference (OIC) member states' stock exchanges forum and S&P indices. It is a Sharia-compliant benchmark of the 50 leading companies from OIC-members. In Islamic finance, the portfolio manage...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2015-03-01
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| Series: | Borsa Istanbul Review |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2214845014000519 |