Risk-appetite discriminated investors' portfolio optimization using regime-switching models: Comparative analysis between sharia-compliant and non-sharia-compliant stocks

This study examines the portfolio wealth maximization (PWM) of risk-appetite discriminated (RAD) investors through technical analysis using regime-switching (RS) and non-RS models. The sample consists of 314 companies listed on Pakistan Stock Exchange (PSX), whereby 124 companies are Sharia-complian...

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Bibliographic Details
Main Author: Saleem, Hassan Mujtaba Nawaz
Format: Thesis
Language:eng
Published: 2021
Subjects:
Online Access:https://etd.uum.edu.my/10974/1/s902260_01.pdf
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