{"title":"基于风险价值模型的伊斯兰债券与传统债券的比较分析","authors":"Bakhshi Armenovich Kostandyan","doi":"10.2139/ssrn.2786096","DOIUrl":null,"url":null,"abstract":"The present paper looks into the question of whether it provides the investor diversification benefits to include sukuk (Islamic bonds) in their portfolio of bonds, and what these might be quantitatively. Analysed are sovereign bonds of Bahrain, Pakistan, Qatar, Malaysia, and the UAE. The conclusion is that using sukuk to diversify a portfolio yields substantial benefits.","PeriodicalId":203996,"journal":{"name":"ERN: Value-at-Risk (Topic)","volume":"2 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2016-05-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Comparative Analysis of Sukuk and Conventional Bonds Based on the Value-At-Risk Model\",\"authors\":\"Bakhshi Armenovich Kostandyan\",\"doi\":\"10.2139/ssrn.2786096\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The present paper looks into the question of whether it provides the investor diversification benefits to include sukuk (Islamic bonds) in their portfolio of bonds, and what these might be quantitatively. Analysed are sovereign bonds of Bahrain, Pakistan, Qatar, Malaysia, and the UAE. The conclusion is that using sukuk to diversify a portfolio yields substantial benefits.\",\"PeriodicalId\":203996,\"journal\":{\"name\":\"ERN: Value-at-Risk (Topic)\",\"volume\":\"2 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2016-05-28\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"ERN: Value-at-Risk (Topic)\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.2139/ssrn.2786096\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"ERN: Value-at-Risk (Topic)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.2139/ssrn.2786096","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Comparative Analysis of Sukuk and Conventional Bonds Based on the Value-At-Risk Model
The present paper looks into the question of whether it provides the investor diversification benefits to include sukuk (Islamic bonds) in their portfolio of bonds, and what these might be quantitatively. Analysed are sovereign bonds of Bahrain, Pakistan, Qatar, Malaysia, and the UAE. The conclusion is that using sukuk to diversify a portfolio yields substantial benefits.
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