Listar Institut Interuniversitari de Desenvolupament Local (IIDL) por autoría "cac73175-2699-4be6-a7bd-77292af25ad4"
Mostrando ítems 1-2 de 2
-
Is Ethical Money Sensitive to Past Returns? The Case of Portfolio Constraints and Persistence in Islamic Funds
Abdelsalam, Omneya; Duygun, Meryem; Matallín Sáez, Juan Carlos; Tortosa-Ausina, Emili Springer Verlag (2017-06)In this paper, we analyze the performance persistence and survivorship bias of Islamic funds. The remarkable growth of these types of ethical funds raises the question of how non-financial attributes, including beliefs and ... -
Quo Vadis, Raters? A frontier approach to identify overratings and underratings in sovereign credit risk
Oztürk, Hüseyin; Tortosa-Ausina, Emili; Duygun, Meryem; Shaban, Mohamed Taylor & Francis (2020-04-03)This study analyses overratings and underratings in sovereign credit risk. The analysis uses partial frontier methods, a technique rarely applied in this literature. By combining a robust variant of the free disposal hull ...