What is it about?
In this study we investigate the maximum possible Sharpe ratio of these portfolios and compare it with actual Sharpe ratio to see any performance deviation. This will help to identify any dubious or inflated performance.
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This page is a summary of: Beyond Sharpe ratio: comparison of risk-adjusted performance of Shariah-compliant and conventional indices, International Journal of Islamic and Middle Eastern Finance and Management, December 2024, Emerald,
DOI: 10.1108/imefm-01-2024-0013.
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