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PAPERS COLLECTION

Shariah Principles
Gharar

Markowitz’s Papers
Portfolio Selection | Portfolio Selection; The Journal of Finance, Vol. 7, No. 1 (Mar., 1952)
Foundations of Portfolio Theory | Foundations of Portfolio Theory; The Journal of Finance, Vol. XLVI, No. 2 (June, 1991)
The Utility of Wealth | The Utility of Wealth; The Journal of Political Economy, Vol. LX, No. 2 (April 1952)
Investment for the Long Run | Investment for The Long Run: New Evidence for an Old Rule; The Journal of Finance, Vol. 31, No. 5 (Dec 1976)
Aprox. Expected Utility | Approximating Expected Utility by a Function of Mean and Variance; The American Economic Review, Vol. 69, No. 3 (June 1979)
Individual vs Institusional Investing | Individual vs Institutional Investing; Financial Services Review, 1(1) (1991)

Sharpe’s Papers
CAPM | Capital Asset Prices: A Theory of Market Equilibrium under Conditions of Risk; The Journal of Finance, Vol. 19, Issue 3 (Sept 1964)
The Sharpe Ratio | The Sharpe Ratio; The Journal of Portfolio Management, Fall 1994
Portfolio Analysis | Portfolio Analysis; The Journal of Financial & Quantitative Analysis, Vol. 2, No. 2 (June 1967)
Mutual Fund Performance | Mutual Fund Performance; The Journal of Business, Vol. 39, No. 1 (Jan 1966)
Simplified Model of Portfolio Analysis | A Simplified Model for Portfolio Analysis; Management Science, Vol. 9, No. 2 (Jan., 1963)
Risk-aversion in The Stock Market | Risk-Aversion In The Stock MArket: Some Empirical Evidence, March 1965
Asset Allocation Management Style | Asset Allocation: Management Style & Performance Measurement: An Asset class factor model can help make order out of chaos; The Journal of Portfolio Management, Winter 1992
Adaptive Asset Allocation | Adaptive Asset Allocation Policies; November 2009
The Arithmetic of Active Management | The Arithmetic of Active Management; The Financial Analysts’ Journal, Vol. 47, Jan/Feb 1991

Papers On Investment
A study of technical analysis | Naive Trading Rules in Financial Markets & Wiener-Kolmogorov Prediction Theory: A Study of “Technical Analysis”; Journal of Business, Vol. 64, Issue 4 (Oct 1991)
CAPM theory and evidence | The Capital Asset Pricing Model: Theory and Evidence; Eugene F. Fama and Kenneth R. French,  Journal of Economic Perspectives—Volume 18, Number 3—Summer 2004
Continous-time methods in finance | Continuous-Time Methods in Finance: A Review and an Assessment; Suresh M. Sundaresan, The Journal Of Finance, Vol. LV, No. 4, August 2000
Foundations of Technical Analysis | Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation Author(s): Andrew W. Lo, Harry Mamaysky, Jiang Wang Source; The Journal of Finance, Vol. 55, No. 4, (Aug., 2000)
The cost of capital and the theory of invetment | The Cost of Capital, Corporate Finance & The Theory of Investment; Franco Modigliani & Merton H. Miller, The American Economic Review, Vol. 48, No. 3 (June 1958)
The Info in the long maturity forward rate | The Information in Long-Maturity Forward Rates; Eugene. F. Fama & Robert R. Bliss, The American Economic Review, Vol. 77, No. 4 (Sept 1987)
The technical method of forecasting stock prices | The Technical Method of Forecasting Stock Prices, Willford I. King, Journal of The American Statistical Association, Vol. 29, Issue 187 (Sept 1934)
The theory of investment behavior | The Theory of Investment Behavior; Dale W. Jorgenson, NBER, 1967

Papers On Islamic Investment & Capital Market
Emerging ICM-A Quickening Pace and New Potential | Zamir Iqbal and Hiroshi Tsubota, The World Bank
Fundamental analysis evidence fom the Indonesia Shariah Stocks | Firm Size, Book to Market Equity, and Security Returns: Evidence from the Indonesian Shariah Stocks, Ilham Reza Ferdian, Mohammad Azmi Omar & Miranti Kartika Dewi, JOurnal of Islamic Economics, Banking & Finance, Vol. 7 No.1, Jan-Mar 2011
ICM Products Regulation and Development | Islamic Capital Markets: Products, Regulation & Development, IDB, IRTI, 2008
Islamic Capital Market Products Developments and Challenges | Islamic Capital Market Products: Developments & Challenges, IDB, IRTI, 2005
Islamic finance and ethical investment | Islamic Finance & Ethical Investment, Rodney Wilson, International Journal of Social Economics, Vol. 24 No. 11, 1997
Principles of Shari’ah funds | Principles Of Shari’ah Governing Islamic Investment Funds, Maulana Taqi Usmani
Obaidullah’s Lecture stock market in islamic view | The Role & Regulation Of Stock Exchange In An Islamic Economy: How Can Islam Help In Reducing Volatility In The Stock Market?, Mohammed Obaidullah, IRTI, Islamic Econ., Vol. 8, pp. 29-48, 1996
Towards An Islamic Stock Exchange | Towards An Islamic Stock Exchange In A Transitional Stage Islamic Financial Services Board (IFSB) Standards, Ahmad Abdel Fattah El-Ashkar

ISLAMIC FINANCIAL SERVICES BOARD (IFSB) STANDARDS

IFSB1-risk management for IFS
IFSB2-capital adequacy IFS
IFSB3-corporate governance IFS
IFSB4-disclosures for IFS
IFSB5-supervisory review process IFS
IFSB6-principles on governance for islamic collective investment schemes
IFSB7-CAR for sukuk, securitisations and real estate investment
IFSB8-Takaful Governance Standard
IFSB9-Guiding Principles on Conduct of Business
IFSB10-Shariah Governance
IFSB11-Standard on Solvency Requirements for Takaful (Islamic Insurance) Undertakings
IFSB12-Guiding Principles on Liquidity Risk Management
IFSB13-Guiding Principles on Stress Testing
IFSB14-Risk Management for Takāful Undertakings
IFSB15-Revised Capital Adequacy
IFSB16-Revised Supervisory Review Process
IFSB17-Core Principles for Islamic Finance Regulation (Banking Segment)

FATWA ISSUED BY DSN MUI

Issued in 2000
01-giro
02-tabungan
03-deposito
04-murabahah
05-salam
06-istisna
07-mudharabah
08-musyarakah
09-ijarah
10-wakalah
11-kafalah
12-hawalah
13-uang muka murabahah
14-sistem distribusi hasil usaha
15-prinsip distribusi hasil usaha
16-diskon murabahah
17-sanksi menunda pembayaran
18-ppap

Issued in 2001
19-qardh
20-investasi reksa dana
21-asuransi syariah

Issued in 2002
22-istishna paralel
23-potongan pelunasan murabahah
24-safe deposit box
25-rahn
26-rahn emas
27-IMBT
28-jual beli mata uang
29-pembiayaan pengurusan haji
30-pembiayaan prks
31-pengalihan hutang
32-obligasi syariah
33-obligasi syariah mudharabah
34-lc impor
35-lc ekspor
36-SWBI
37-PUAS
38-sertifikat ima
39-asuransi haji

Issued in 2003
40-pasar modal syariah

Issued in 2004
41-sukuk ijarah
42-syariah charge card
43-ta’widh
44-multijasa

Issued in 2005
45-line facility
46-potongan tagihan murabahah
47-penyelesaian piutang murabahah
48-penjadwalan kembali tagihan murabahah
49-konversi akad murabahah

Issued in 2006
50-mudharabah musytarakah
51-mudharabah musytarakah asuransi
52-wakalah bil ujrah asuransi
53-tabarru asuransi
54-syariah card

Issued in 2007
55-prks musyarakah
56-review ujrah
57-lc kafalah bil ujrah
58-hawalah bil ujrah
59-obligasi mudharabah konversi
60-penyelesaian piutang ekspor
61-penyelesaian utang impor
62-jualah
63-sbis
64-sbis jualah

Issued in 2008
65-hmetd
66-waran
67-anjak piutang
68-rahn tasjily
69-sbsn
70-metode penerbitan sbsn
71-sale and lease back
72-sbsn ijarah
73-musyarakah mutanaqisah

Issued in 2009
74-penjaminan syariah
75-pedoman plbs

Issued in 2010
76- SBSN Ijarah Asset to Be Leased
77-Murabahah Emas
78-PUAB Syariah

Issued in 2011
79-qard
80-Mekanisme Perdagangan Efek
81-Pengembalian Dana Tabarru
82-Perdagangan Bursa Komoditi

Issued in 2012
83-PLBS Jasa Perjalanan Umrah
84-Metode Pengakuan Keuntungan Tamwil bil Murabahah
85-Waad dalam Transaksi Keuangan
86-Hadiah dalam Penghimpunan Dana
87-Income Smoothing Dana Pihak Ketiga

Issued in 2013
88-Pedoman Umum Pensiun Syariah
89-Refinancing Syariah

Issued in 2014
91-Pembiayaan Sindikasi
92-Pembiayaan yang Disertai Rahn
93-Keperantaraan (Wasathah) dalam Bisnis Properti
94-Repo Surat Berharga Syariah (SBS)
95-SBSN Wakalah

Issued in 2015
96-Transaksi_Lindung_Nilai_Syariah_atas_Nilai_Tukar
97 | Sertifikat Deposito Syariah
99| Anuitas Syariah untuk Program Pensiun
100 | Pedoman Transaksi Voucher Multi Manfaat Syariah

RULES

UU No 8 1995 | Pasar Modal | Capital Market
UU No. 19 2008 | Surat Berharga Syariah Negara (SBSN) | Government Sukuk
UU No. 21 2011 | Otorisasi Jasa Keuangan | Financial Services Authority

OJK’s rules regarding Islamic Capital Market
15 | Penerapan Prinsip Syariah di Pasar Modal | Application of Islamic Principles in The Capital Market
16 | Ahli Syariah Pasar Modal | Islamic Capital Market Expert
17 | Penerbitan dan Persyaratan Efek Syariah Berupa Saham oleh Emiten Syariah | Islamic Stock Issuance
18 | Penerbitan dan Persyaratan Sukuk | Corporate Sukuk Issuance
19 | Penerbitan dan Persyaratan Reksadana Syariah | Islamic Funds Issuance
20 | Penerbitan dan Persyaratan Efek Beragun Aset Syariah | Islamic Asset-Backed Securities Issuance
IX.A14 Akad Efek Syariah | Akad on Islamic Securities
II.K.1 Daftar Efek Syariah | List of Islamic Securities