A comparative analysis of Islamic unit trust portfolio using value at risk methodologies by Farah Azaliney Mohd Amin, Nur Qamarina Ghazali, Nursahira Zainalbidin, Nur Najwa Alia Kamarudin

“…The findings also highlight the importance of embedding risk into investment analyses and provide insights to investors who are considering Shariah-compliant equity funds as a potential income-generating instrument. Therefore, financial consultants or fund managers can make informed decisions in setting up a well-diversified unit trust fund’s portfolio for their Muslim investors by applying the concept of VaR and its methodologies.…”
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