papers

Disclaimer: the content of attached papers are not our responsibility except for paper which written by icmspecialist team.

PAPERS ON 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, securitizations 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_March 2014
IFSB17 | Core Principles for Islamic Finance Regulation (Banking Segment)

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